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Incisive Media, Journal of Computational Finance, 4(6), p. 25-40

DOI: 10.21314/jcf.2003.101

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Convergence remedies for non-smooth payoffs in option pricing

Journal article published in 2003 by David M. Pooley, Kenneth R. Vetzal, Peter A. Forsyth
This paper was not found in any repository, but could be made available legally by the author.
This paper was not found in any repository, but could be made available legally by the author.

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