A numerical study of Asian option with high-order compact finite difference scheme
Crossref DOI link: https://doi.org/10.1007/s12190-017-1115-2
Published Online: 2017-05-15
Published Print: 2018-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Patel, Kuldip Singh
Mehra, Mani
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