A MULTILEVEL APPROACH TO SOLVING THE BLACK–SCHOLES EQUATION (Q3580216): Difference between revisions
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scientific article
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English | A MULTILEVEL APPROACH TO SOLVING THE BLACK–SCHOLES EQUATION |
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A MULTILEVEL APPROACH TO SOLVING THE BLACK–SCHOLES EQUATION (English)
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11 August 2010
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adaptive grids
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wavelets
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Black-Scholes
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asset pricing
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