"A quick operator splitting method for option pricing."

Chenglong Xu, Bihao Su, Chan Liu (2022)

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DOI: 10.1016/J.CAM.2021.113949

access: closed

type: Journal Article

metadata version: 2023-08-28

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Chenglong Xu, Bihao Su, Chan Liu:
A quick operator splitting method for option pricing. J. Comput. Appl. Math. 406: 113949 (2022)

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