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"Enhancing finite difference approximations for double barrier options: ..."

Luca Vincenzo Ballestra (2021)

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DOI: 10.1007/S10287-021-00394-9

access: open

type: Journal Article

metadata version: 2024-06-08

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Luca Vincenzo Ballestra:
Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation. Comput. Manag. Sci. 18(2): 239-263 (2021)

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