INSTITUTO MULTIDISCIPLINAR DE EMPRESA
Institutua
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University of Ulm
Ulm, AlemaniaUniversity of Ulm-ko ikertzaileekin lankidetzan egindako argitalpenak (1)
2007
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On smoothing of the Crank-Nicolson scheme and higher order schemes for pricing barrier options
Journal of Computational and Applied Mathematics, Vol. 204, Núm. 1, pp. 144-158