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Chapter title |
A Positive, Stable and Consistent Front-Fixing Numerical Scheme for American Options
|
---|---|
Chapter number | 10 |
Book title |
Progress in Industrial Mathematics at ECMI 2014
|
Published by |
Springer, Cham, June 2014
|
DOI | 10.1007/978-3-319-23413-7_10 |
Book ISBNs |
978-3-31-923412-0, 978-3-31-923413-7
|
Authors |
R. Company, V. N. Egorova, L. Jódar |