TVD, WENO and blended BDF discretizations for Asian options (Q706545): Difference between revisions

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Latest revision as of 17:54, 7 June 2024

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TVD, WENO and blended BDF discretizations for Asian options
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    TVD, WENO and blended BDF discretizations for Asian options (English)
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    8 February 2005
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    partial differential equations
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    discretization schemes
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    Black-Scholes equation
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