keyword European option pricing problem ‎/ (1 Article)

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TAU METHOD FOR PRICING AMERICAN OPTIONS UNDER COMPLEX MODELS

Writer : Bani Asadi، Samaneh ؛ Rivaz، Azim ؛

Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2021, Volume 1 - Number 1 (‎12 page(s) - From 127 to 138 )
Keywords:European option pricing problem Tau method Stochastic integro-differential Black-Scholes equation Hermitian polynomial

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