Finite-Volume Difference Scheme for the Black-Scholes Equation in Stochastic Volatility Models (Q3075290): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1007/978-3-642-18466-6_45 / rank
 
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Property / OpenAlex ID: W1604111550 / rank
 
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Latest revision as of 17:52, 3 July 2024

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Finite-Volume Difference Scheme for the Black-Scholes Equation in Stochastic Volatility Models
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