A spectral element approximation to price European options. II. the Black-Scholes model with two underlying assets (Q618451): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Implicit-explicit numerical schemes for jump-diffusion processes
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+Spectral Methods
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+Spectral Methods
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+Some mathematical results in the pricing of American options
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+A spectral element method to price European options. I. Single asset with and without jump diffusion
+Normal rank