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Author [ Title
] Type Year Filters: Keyword is Localization error; Computational domain; Option pricing; Merton model [Clear All Filters]
. (2019). Truncation of computational domains as an error control strategy for approximating option pricing involving PIDEs. Dolomites Research Notes on Approximation, 12(1), 68-72. presented at the 07/2019. doi:10.14658/pupj-drna-2019-1-7
Safdari-Vaighani_2019_TCD.pdf (217.53 KB)