"Functionals of exponential Brownian motion and divided differences."

Bradley John Charles Baxter, Raymond Brummelhuis (2011)

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DOI: 10.1016/J.CAM.2011.06.010

access: open

type: Journal Article

metadata version: 2023-09-26

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Bradley John Charles Baxter, Raymond Brummelhuis:
Functionals of exponential Brownian motion and divided differences. J. Comput. Appl. Math. 236(4): 424-433 (2011)

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