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Latest revision as of 17:21, 5 March 2024
scientific article; zbMATH DE number 1827892
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| English | No label defined |
scientific article; zbMATH DE number 1827892 |
Statements
4 February 2003
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Black-Scholes equation
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parallel time discretization
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numerical solutions
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American put option
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difference method
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numerical expamples
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financial mathematics
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