Numerical option pricing without oscillations using flux limiters (Q2007187)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical option pricing without oscillations using flux limiters |
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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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