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Lluis Navarro
ORCID
Publication Activity (10 Years)
Years Active: 2017-2017
Publications (10 Years): 1
Top Topics
United States
Sensitivity Analysis
Statistical Model
Neural Network
Top Venues
J. Comput. Appl. Math.
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Publications
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Antonio Falcó
,
Lluis Navarro
,
Carlos Vázquez
A direct LU solver for pricing American bond options under Hull-White model.
J. Comput. Appl. Math.
309 (2017)