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Latest revision as of 20:20, 17 July 2024

scientific article; zbMATH DE number 7001134
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English
High-order exponential spline method for pricing European options
scientific article; zbMATH DE number 7001134

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    High-order exponential spline method for pricing European options (English)
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    14 January 2019
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    European option pricing
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    Black-Scholes equation
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    exponential spline
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    finite difference
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    convergence
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