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• Memory-Reduction Method for Pricing American-Style Options under Exponential Lévy Processes

  Raymond H. Chan, Tao Wu

  2018-03-21

  38320 4676 Pages:20-34

• A Second Order Numerical Scheme for Fractional Option Pricing Models

  Ling-Xi Zhang, Ren-Feng Peng, Jun-Feng Yin

  2021-02-23

  43841 3196 Pages:326-348