A spectral element approximation to price European options with one asset and stochastic volatility (Q618530): Difference between revisions

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A spectral element approximation to price European options with one asset and stochastic volatility
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    A spectral element approximation to price European options with one asset and stochastic volatility (English)
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    16 January 2011
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    option pricing
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    spectral element method
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    stochastic volatility
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