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THE CRANK NICOLSON METHOD COUPLED WITH PROJECTED SUCCESSIVE OVER RELAXATION IN VALUING STANDARD OPTION WITH DIVIDEND PAYING STOCK

Paper Details
Authors:
Gabriel Obed Fosu
Awudu Obeng
Francis T. Oduro
Gabriel Asare Okyere
Publication Date: 2014-01-01
Stochastic processes and financial applicationsEconomics, Econometrics and FinanceFinanceSocial Sciences
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