"A finite element method for pricing of continuous-installment options ..."

Saghar Heidari (2024)

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DOI: 10.1007/S00500-023-08601-2

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type: Journal Article

metadata version: 2024-02-29

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Saghar Heidari:
A finite element method for pricing of continuous-installment options under a Markov-modulated model: existence, uniqueness, and stability of solutions. Soft Comput. 28(4): 3341-3351 (2024)

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