Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (Q1770204): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff |
scientific article |
Statements
Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (English)
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11 April 2005
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infinite element method
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pricing
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European barrier options
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options with discontinuous payoff
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