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Boundary Values and Finite Difference Methods for the Single Factor Term Structure Equation

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Cited by

2016Boundary conditions for the single-factor term structure equation43 cited
2010Boundary conditions for the single-factor term structure equation28 cited
2014Pricing of vanilla and first-generation exotic options in the local stochastic volatility framework: survey and new results28 cited
2013The evaluation of American compound option prices under stochastic volatility and stochastic interest rates24 cited

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