A finite volume approach for contingent claims valuation (Q2748866)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A finite volume approach for contingent claims valuation |
scientific article |
Statements
A finite volume approach for contingent claims valuation (English)
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4 September 2002
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option pricing
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finite volume methods
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two-factor contingent claims
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