A numerical scheme for expectations with first hitting time to smooth boundary (Q2011048)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical scheme for expectations with first hitting time to smooth boundary |
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A numerical scheme for expectations with first hitting time to smooth boundary (English)
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28 November 2019
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barrier option price
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first hitting time
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nonlinear smooth boundary
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reflection principle
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symmetrization of multi-dimensional diffusion
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