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The Numerical Solution of the American Option Pricing Problem: Finite Difference and Transform Approaches

2014-10-14 分类：经济学、管理学

by: Chiarella, Carl; Kang, Boda; Meyer, Gunter H

Publisher: World Scientific Publishing Company ( 2014-10-14 )

ISBN-13: 9789814452618

e-ISBN-13: 9789814452625

ISBN-10: 9814452610

Language: English

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