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Spread Option Pricing Using ADI Methods
29572 2598 Pages:353-369 -
ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation
35277 2889 Pages:303-320 -
Improved ADI Parallel Difference Method for Quanto Options Pricing Model
32430 2681 Pages:569-586 -
Convergence Analysis of ADI Orthogonal Spline Collocation Without Perturbation Terms
43450 2666 Pages:620-641
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