A new kind of parallel finite difference method for the quanto option pricing model (Q1622737)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new kind of parallel finite difference method for the quanto option pricing model |
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A new kind of parallel finite difference method for the quanto option pricing model (English)
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19 November 2018
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quanto options pricing model
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alternating band Crank-Nicolson (ABdC-N) scheme
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stability
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parallel computing
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numerical experiments
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