Standard Galerkin formulation with high order Lagrange finite elements for option markets pricing (Q2470180): Difference between revisions

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Latest revision as of 16:47, 27 June 2024

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Standard Galerkin formulation with high order Lagrange finite elements for option markets pricing
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    Standard Galerkin formulation with high order Lagrange finite elements for option markets pricing (English)
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    13 February 2008
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    high order finite elements
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    option contracts pricing models
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    Black-Scholes equation
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    call options
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    put options
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