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Solving a partial differential equation associated with the pricing of power options with time‐dependent parameters

Okelola, MO and Govinder, KS and O'Hara, JG (2015) Solving a partial differential equation associated with the pricing of power options with time‐dependent parameters. Mathematical Methods in the Applied Sciences, 38 (14). pp. 2901-2910. DOI https://doi.org/10.1002/mma.3249



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