TVD, WENO and blended BDF discretizations for Asian options (Q706545)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TVD, WENO and blended BDF discretizations for Asian options |
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TVD, WENO and blended BDF discretizations for Asian options (English)
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8 February 2005
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partial differential equations
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discretization schemes
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Black-Scholes equation
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