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  Finite difference method for basket option pricing under Merton model

  Writer : Safdari، Ali ؛ Karami، Parisa ؛

  Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2021, Volume 1 - Number 1 (‎5 page(s) - From 59 to 63 )

  Keywords:Brownian motionStochastic Differential EquationsMerton modelBlack-Scholes equation

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