Accurate Operator Splitting Approximation for Pricing CEV Spread Options
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All Author(s) ListLO Chi Fai, ZHENG, Xiaofen 鄭?芬
Name of Conference2015 AMMCS-CAIMS Congress
Country/Region of ConferenceCanada
Proceedings Title2015 AMMCS-CAIMS Congress
Year2015
Month6
Place of PublicationCanada, Waterloo
LanguagesEnglish-United Kingdom

Last updated on 2018-20-01 at 17:00