Derivative pricing as a transport problem: MPDATA solutions to Black-Scholes-type equations (Q1989176)
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| Language | Label | Description | Also known as |
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| English | Derivative pricing as a transport problem: MPDATA solutions to Black-Scholes-type equations |
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Derivative pricing as a transport problem: MPDATA solutions to Black-Scholes-type equations (English)
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24 April 2020
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MPDATA
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Black-Scholes
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European options
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American options
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