A finite volume approach for contingent claims valuation (Q2748866): Difference between revisions
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| Property / DOI: 10.1093/imanum/21.3.703 / rank | |||
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| Property / author: Peter A. I. Forsyth / rank | |||
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| Property / author: Kenneth Vetzal / rank | |||
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| Property / full work available at URL: https://doi.org/10.1093/imanum/21.3.703 / rank | |||
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| Property / OpenAlex ID: W2075779585 / rank | |||
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| Property / DOI: 10.1093/IMANUM/21.3.703 / rank | |||
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Latest revision as of 21:34, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A finite volume approach for contingent claims valuation |
scientific article |
Statements
A finite volume approach for contingent claims valuation (English)
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4 September 2002
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option pricing
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finite volume methods
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two-factor contingent claims
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