Option pricing with a direct adaptive sparse grid approach (Q432809): Difference between revisions
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Revision as of 05:02, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing with a direct adaptive sparse grid approach |
scientific article |
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Option pricing with a direct adaptive sparse grid approach (English)
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4 July 2012
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Black-Scholes equation
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option pricing
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sparse grids
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finite elements
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adaptivity
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