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Backward differentiation formula finite difference schemes for diffusion equations with an obstacle term

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A numerical method for valuation of european option with regime-switching volatility and interest rate

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Journal of Physics: Conference Series 1218 012051 (2019)
DOI: 10.1088/1742-6596/1218/1/012051
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Error Estimates for Backward Euler Finite Element Approximations of American Call Option Valuation

R. Z. Dautov and A. V. Lapin
Lobachevskii Journal of Mathematics 41 (4) 475 (2020)
DOI: 10.1134/S199508022004006X
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Finite Volume Method for Pricing European Call Option with Regime-switching Volatility

Mey Lista Tauryawati, Chairul Imron and Endah RM Putri
Journal of Physics: Conference Series 974 012024 (2018)
DOI: 10.1088/1742-6596/974/1/012024
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