High order approximation of derivatives with applications to pricing of financial derivatives (Q2043182)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High order approximation of derivatives with applications to pricing of financial derivatives |
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High order approximation of derivatives with applications to pricing of financial derivatives (English)
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29 July 2021
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option pricing models
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Black-Scholes equation
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radial basis function
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high-order compact finite difference method
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