<i>Z</i>-Transform and preconditioning techniques for option pricing (Q2873557): Difference between revisions

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Latest revision as of 06:16, 7 July 2024

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<i>Z</i>-Transform and preconditioning techniques for option pricing
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    <i>Z</i>-Transform and preconditioning techniques for option pricing (English)
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    24 January 2014
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    numerical method
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    option pricing
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    exotic options
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    preconditioners
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    linear systems
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    Toeplitz matrices
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