Solución numérica del modelo Black-Scholes no local por molificación discreta (Q2799714)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solución numérica del modelo Black-Scholes no local por molificación discreta |
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Solución numérica del modelo Black-Scholes no local por molificación discreta (English)
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13 April 2016
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finite differences
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discrete mollification
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numerical example
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non-local Black-Scholes equation
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stability
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