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ARTICLE

Pricing Options with Stochastic Volatilities by the Local Differential Quadrature Method

D. L. Young1,2, C. P. Sun1, L. H. Shen1

Department of Civil Engineering and Hydrotech Research Institute, National Taiwan University, Taipei 10617, Taiwan
Corresponding Author: D. L. Young, E-mail: dlyoung@ntu.edu.tw

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