Space-time adaptive finite difference method for European multi-asset options (Q2468901): Difference between revisions

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Latest revision as of 16:13, 27 June 2024

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Space-time adaptive finite difference method for European multi-asset options
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    Space-time adaptive finite difference method for European multi-asset options (English)
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    30 January 2008
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    Black-Scholes equation
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    finite difference method
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    space adaptation
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    time adaptation
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    maximum principle
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