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Villeneuve, Stéphane and Zanette, A.
(2002)
Parabolic A.D.I. Methods for Pricing American Options on two Stocks.
Mathematics of Operations Research, 27.
pp. 121-149.
Villeneuve, Stéphane and Zanette, A.
(2002)
Parabolic A.D.I. Methods for Pricing American Options on two Stocks.
Mathematics of Operations Research, 27.
pp. 121-149.