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Items where Author is "Huang, C-S"

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Huang, C-S and O'Hara, JG and Mataramvura, S (2017) 'Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions.' Journal of Computational and Applied Mathematics, 311. 230 - 238. ISSN 0377-0427

This list was generated on Sun Oct 4 20:18:56 2020 BST.