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"Circulant preconditioning technique for barrier options pricing under ..."
Wenfei Wang et al. (2015)
- Wenfei Wang, Xu Chen, Deng Ding, Siu-Long Lei:
Circulant preconditioning technique for barrier options pricing under fractional diffusion models. Int. J. Comput. Math. 92(12): 2596-2614 (2015)
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