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Numerical Solution of Multidimensional Exponential Levy Equation by Block Pulse Function

Corresponding Author : Bakhshmohammadlou، Minoo ؛ Writer : Farnoosh، Rahman ؛

Journal:Advances in Mathematical Finance and Applications»Spring 2020, Volume 5 - Issue 2 Ranking ب (Ministry of Science/ISC (‎13 page(s) - From 247 to 259 )
Keywords:operational matrix Exponential Levy equation Block Pulse Function Jump-diffusion market

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