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• Spread Option Pricing Using ADI Methods

  Vida Heidarpour-Dehkordi, Christina C. Christara

  2018-08-15

  29469 2559 Pages:353-369

• Improved ADI Parallel Difference Method for Quanto Options Pricing Model

  X.-Z. Yang, F. Zhang & L.-F. Wu

  2016-07-03

  32336 2643 Pages:569-586