Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing (Q878048): Difference between revisions

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Latest revision as of 06:36, 10 December 2024

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Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing
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    Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing (English)
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    26 April 2007
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