PDE methods for pricing barrier options (Q1583144): Difference between revisions
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Latest revision as of 10:39, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PDE methods for pricing barrier options |
scientific article |
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PDE methods for pricing barrier options (English)
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26 October 2000
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barrier options
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numerical methods
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option pricing
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automatic time stepping
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