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Finite Difference Schemes for Option Pricing under Stochastic Volatility and Lévy Processes: Numerical Analysis and Computing [thesis]

Mohamed Mostafa Refaat El-Fakharany

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doi:10.4995/thesis/10251/53917 fatcat:52sst4lopnculospsyreogyd7m
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Mohamed Mostafa Refaat El-Fakharany. "Finite Difference Schemes for Option Pricing under Stochastic Volatility and Lévy Processes: Numerical Analysis and Computing."