"Spectral binomial tree: New algorithms for pricing barrier options."

Yoshifumi Muroi, Takashi Yamada (2013)

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DOI: 10.1016/J.CAM.2012.10.036

access: open

type: Journal Article

metadata version: 2021-02-16

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Yoshifumi Muroi, Takashi Yamada:
Spectral binomial tree: New algorithms for pricing barrier options. J. Comput. Appl. Math. 249: 107-119 (2013)

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