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Quantitative Methods in Derivatives Pricing
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Quantitative Methods in Derivatives Pricing (2002)Quantitative Methods in Derivatives Prici…A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems (2018)A Local Radial Basis Function…A mixed derivative terms removing method in multi-asset option pricing problems (2016)A mixed derivative terms remo…Valuing Derivative Securities Using the Explicit Finite Difference Method (1990)Options, Futures and Other Derivatives (2003)“Options, Futures, and Other Derivatives” (2016)Monte Carlo Methods in Financial Engineering (2003)Efficient Hierarchical Approximation of High‐Dimensional Option Pricing Problems (2007)PDE and Martingale Methods in Option Pricing (2011)
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  • 2018A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems17 cited
  • 2016A mixed derivative terms removing method in multi-asset option pricing problems17 cited

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