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BibTeX entry
@Article{Nystrom:2010:PHF,
author = "Kaj Nystr{\"o}m and Thomas {\"O}nskog",
title = "Pricing and hedging of financial derivatives using a
posteriori error estimates and adaptive methods for
stochastic differential equations",
journal = j-J-COMPUT-APPL-MATH,
volume = "235",
number = "3",
pages = "563--592",
day = "1",
month = dec,
year = "2010",
CODEN = "JCAMDI",
ISSN = "0377-0427 (print), 1879-1778 (electronic)",
ISSN-L = "0377-0427",
bibdate = "Sat Feb 25 13:24:30 MST 2017",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jcomputapplmath2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0377042710003535",
acknowledgement = ack-nhfb,
fjournal = "Journal of Computational and Applied Mathematics",
journal-URL = "http://www.sciencedirect.com/science/journal/03770427",
}
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