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Title: Stability and Error Analysis of Operator Splitting Methods for American Options Under the Black–Scholes Model
Award ID(s):
1720440
NSF-PAR ID:
10167177
Author(s) / Creator(s):
;
Date Published:
Journal Name:
Journal of Scientific Computing
Volume:
82
Issue:
2
ISSN:
0885-7474
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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