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Journal: Fractal Fract., 2022
Volume: 6
Number: 409
Article:
Convergence Rate of the High-Order Finite Difference Method for Option Pricing in a Markov Regime-Switching Jump-Diffusion Model
Authors:
by
Jun Liu and Jingzhou Yan
Link:
https://www.mdpi.com/2504-3110/6/8/409
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