Mixing Monte-Carlo and partial differential equations for pricing options (Q1951209)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixing Monte-Carlo and partial differential equations for pricing options |
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Mixing Monte-Carlo and partial differential equations for pricing options (English)
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29 May 2013
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Monte Carlo
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partial differential equations
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Heston model
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financial mathematics
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option pricing
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