A numerical analysis of variational valuation techniques for derivative securities (Q702595): Difference between revisions
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Revision as of 01:01, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical analysis of variational valuation techniques for derivative securities |
scientific article |
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A numerical analysis of variational valuation techniques for derivative securities (English)
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17 January 2005
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Mathematical finance
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Variational inequalities
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Finite element discretization
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Option pricing
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