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Determining European Options Values through Crank-Nicolson Method
MANOLE, Sorin
;
LUNGU, Ion
- In:
Informatica Economica
X
(
2006
)
2
,
pp. 143-149
method, Gauss – Seidel method, method of successive
over
-relaxations are used. …
Persistent link: https://www.econbiz.de/10009416706
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