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AMFR-W numerical methods for solving high dimensional SABR/LIBOR PDE models

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	López-Salas, J. G., Pérez-Rodríguez, S., Vázquez, C.
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Numerical Analysis
Accesso online:	Acceder al recurso
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