Xiang Wang, Jessica Li, Jichun Li 0001. High order approximation of derivatives with applications to pricing of financial derivatives. J. Computational Applied Mathematics, 398:113675, 2021. [doi]
@article{WangLL21-23,
title = {High order approximation of derivatives with applications to pricing of financial derivatives},
author = {Xiang Wang and Jessica Li and Jichun Li 0001},
year = {2021},
doi = {10.1016/j.cam.2021.113675},
url = {https://doi.org/10.1016/j.cam.2021.113675},
researchr = {https://researchr.org/publication/WangLL21-23},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {398},
pages = {113675},
}