A MULTILEVEL APPROACH TO SOLVING THE BLACK–SCHOLES EQUATION (Q3580216): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A MULTILEVEL APPROACH TO SOLVING THE BLACK–SCHOLES EQUATION |
scientific article |
Statements
A MULTILEVEL APPROACH TO SOLVING THE BLACK–SCHOLES EQUATION (English)
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11 August 2010
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adaptive grids
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wavelets
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Black-Scholes
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asset pricing
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