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Unstructured meshing for two asset barrier options
Authors:
D. M. Pooley a;
P. A. Forsyth a;
K. R. Vetzal a;
R. B. Simpson a
| Affiliation: | a University of Waterloo. |
DOI:
10.1080/135048600450284
Publication Frequency:
6 issues per year
Number of References: 29
Formats available:
PDF
(English)
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