A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate (Q2448388)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate |
scientific article |
Statements
A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate (English)
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30 April 2014
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barrier option
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time-dependent barrier
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boundary element method
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Volterra integral equation
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