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Compact IMEX scheme for a moving boundary PIDE system of the regime-switching jump-diffusion Asian option pricing.

Yong Chen
Published in: Numer. Algorithms (2024)
Keyphrases
  • option pricing
  • black scholes
  • stock price
  • decision analysis
  • data mining
  • black scholes model
  • image segmentation
  • fuzzy logic
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