"A comparison study of ADI and operator splitting methods on option pricing ..."

Darae Jeong, Junseok Kim (2013)

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DOI: 10.1016/J.CAM.2013.01.008

access: open

type: Journal Article

metadata version: 2021-02-16

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Darae Jeong, Junseok Kim:
A comparison study of ADI and operator splitting methods on option pricing models. J. Comput. Appl. Math. 247: 162-171 (2013)

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