High-order computational methods for option valuation under multifactor models (Q2253418)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-order computational methods for option valuation under multifactor models |
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High-order computational methods for option valuation under multifactor models (English)
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27 July 2014
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finance
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American options
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Galerkin discretization
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exponential time integration
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stochastic volatility model
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