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Menoukeu-Pamen, Olivier ORCID: 0000-0001-9306-3155, Xu, Guangli and Zhuo, Xiaoyang ORCID: 0000-0002-1735-4847
(2023)
Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model.
Quantitative Finance, 23 (5).
pp. 843-862.