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Wavelet Collocation Methods for Viscosity Solutions to Swing Options in Natural Gas Storage
Authors:LI Hua  ;WARE Antony  ;GUO Li
Institution:[1]School of Mathematics and Statistics, Zhengzhou University, Zhengzhou 450001, China.; [2]Department of Mathematics and Statistics, University of Calgary, 2500 University Drive, NW, Calgary, AB, Canada, T2N1N4.
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