Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (Q1770204): Difference between revisions

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Latest revision as of 20:32, 7 June 2024

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Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff
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    Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (English)
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    11 April 2005
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    infinite element method
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    pricing
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    European barrier options
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    options with discontinuous payoff
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