A numerical analysis of variational valuation techniques for derivative securities (Q702595): Difference between revisions

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Latest revision as of 16:32, 7 June 2024

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A numerical analysis of variational valuation techniques for derivative securities
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    A numerical analysis of variational valuation techniques for derivative securities (English)
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    17 January 2005
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    Mathematical finance
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    Variational inequalities
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    Finite element discretization
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    Option pricing
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