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A front-fixing finite element method for the valuation of American options with regime switching
  • ISSN号：0020-7160
  • 期刊名称：International Journal of Computer Mathematics
  • 时间：2012.3.21
  • 页码：1094-1111
  • 相关项目：期权定价问题的高效有限元方法
作者： Anthony Holmes|Hongtao Yang|Shuhua Zhang|
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期权定价问题的高效有限元方法
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