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Numerical Analysis for Spread Option Pricing Model...
Journal article

Numerical Analysis for Spread Option Pricing Model in Illiquid underlying Asset Market: Full Feedback Model

Authors

Yazdanian AR; Pirv TA

Journal

Applied Mathematics & Information Sciences, Vol. 10, No. 4, pp. 1271–1281

Publisher

Natural Sciences Publishing

Publication Date

July 1, 2016

DOI

10.18576/amis/100406

ISSN

1935-0090
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