A distributed algorithm for European options with nonlinear volatility (Q2485516): Difference between revisions
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Latest revision as of 23:02, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A distributed algorithm for European options with nonlinear volatility |
scientific article |
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A distributed algorithm for European options with nonlinear volatility (English)
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5 August 2005
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Option pricing
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Black-Scholes equation
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Finite-difference schemes
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Nonlinear volatility
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