Standard Galerkin formulation with high order Lagrange finite elements for option markets pricing (Q2470180)
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| Language | Label | Description | Also known as |
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| English | Standard Galerkin formulation with high order Lagrange finite elements for option markets pricing |
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Standard Galerkin formulation with high order Lagrange finite elements for option markets pricing (English)
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13 February 2008
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high order finite elements
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option contracts pricing models
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Black-Scholes equation
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call options
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put options
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