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Property / full work available at URL: https://doi.org/10.1016/j.cam.2011.02.024 / rank
 
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Latest revision as of 02:10, 4 July 2024

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An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options
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    An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options (English)
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    17 May 2011
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    optimal stopping
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    ultraparabolic equations
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    discontinuous Galerkin method
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    extrapolation
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    Asian options
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