Adaptive lattice methods for multi-asset models (Q1004678): Difference between revisions
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Latest revision as of 12:17, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive lattice methods for multi-asset models |
scientific article |
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Adaptive lattice methods for multi-asset models (English)
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12 March 2009
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lattice method
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multi-asset option pricing
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adaptive mesh refinement
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