Numerical option pricing without oscillations using flux limiters (Q2007187)
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scientific article; zbMATH DE number 7259718
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| default for all languages | No label defined |
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| English | Numerical option pricing without oscillations using flux limiters |
scientific article; zbMATH DE number 7259718 |
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Numerical option pricing without oscillations using flux limiters (English)
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12 October 2020
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Black-Scholes equation
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option pricing
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discontinuities
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flux limiters
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0.7993770837783813
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0.7942419648170471
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0.7800779342651367
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