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high-order finite-difference schemes
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The journal of computational finance
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The effects of transaction costs and illiquidity on the prices of volatility derivatives
Dilloo, Mehzabeen Jumanah
;
Tangman, Désiré Yannick
- In:
The journal of computational finance
25
(
2021
)
1
,
pp. 51-75
Persistent link: https://www.econbiz.de/10012672309
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