Pricing Multi-Asset Options with an External Barrier (Q2703112): Difference between revisions
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Latest revision as of 14:25, 3 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Multi-Asset Options with an External Barrier |
scientific article |
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Pricing Multi-Asset Options with an External Barrier (English)
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20 June 2002
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multi-asset options
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external barrier
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Green's function
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fractional step finite difference schemes
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