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  A Kurganov-Tadmor numerical method for option pricing under the constant elasticity of variance model

  Writer : Ghiasi، Sakineh ؛ Corresponding Author : Parandin، Nouredin ؛

  Journal:Advances in Mathematical Finance and Applications»Summer 2022, Volume 7 - Issue 3 Ranking الف (Ministry of Science/ISC (‎7 page(s) - From 527 to 533 )

  Keywords:Kurganov-Tadmor methodOption priceConstant elasticity of variance

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