An efficient computational algorithm for pricing European, barrier and American options (Q1993476)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient computational algorithm for pricing European, barrier and American options |
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An efficient computational algorithm for pricing European, barrier and American options (English)
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5 November 2018
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Black-Scholes equation
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domain decomposition method
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spectral collocation technique
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predictor-corrector method
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option pricing
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