Convergence of the mimetic finite difference and fitted mimetic finite difference method for options pricing (Q2242714)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of the mimetic finite difference and fitted mimetic finite difference method for options pricing |
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Convergence of the mimetic finite difference and fitted mimetic finite difference method for options pricing (English)
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10 November 2021
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option pricing
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Black-Scholes equation
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mimetic finite difference method
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implicit scheme
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