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The Finite Points Approximation to the PDE Problems in Multi-Asset Options

S. Vahdati1, D. Mirzaei2

Department of Mathematics, Faculty of Mathematics and Computer Science (Khansar), University of Isfahan, 81746-73441 Isfahan, Iran. E-mail: s.vahdati@khn.ui.ac.ir
Department of Mathematics, University of Isfahan, 81746-73441 Isfahan, Iran. E-mail: d.mirzaei@sci.ui.ac.ir

TSP_CMES_247.pdf

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