Multilayer heat equations: application to finance (Q2170292): Difference between revisions

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Property / author: Alexander Lipton-Lifschitz / rank
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Latest revision as of 00:17, 30 July 2024

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Multilayer heat equations: application to finance
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    Multilayer heat equations: application to finance (English)
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    30 August 2022
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    barrier options
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    American options
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    time-dependent models
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    time-dependent boundaries
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    semi-analytical solution
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    one-factor models
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