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20122018
most citedOn regularity and singularity for solutions to the Navier-Stokes equations

2 citations · 4 across the 10 of their papers we have counts for

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q-fin.CP2014

Recombining binomial tree for constant elasticity of variance process

Hi Jun Choe, Jeong Ho Chu, So Jeong Shin

The theme in this paper is the recombining binomial tree to price American put option when the underlying stock follows constant elasticity of variance(CEV) process. Recombining no…