"A characteristics-finite differences method for the Hobson-Rogers ..."

A. González-Gaspar, Carlos Vázquez (2010)

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DOI: 10.1016/J.MCM.2010.02.023

access: open

type: Journal Article

metadata version: 2021-02-17

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A. González-Gaspar, Carlos Vázquez:
A characteristics-finite differences method for the Hobson-Rogers uncertain volatility model. Math. Comput. Model. 52(1-2): 260-267 (2010)

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