A boundary element approach to barrier option pricing in Black–Scholes framework (Q2804924)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A boundary element approach to barrier option pricing in Black–Scholes framework |
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A boundary element approach to barrier option pricing in Black–Scholes framework (English)
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6 May 2016
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boundary element method
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Black-Scholes equation
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barrier options
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Fokker-Planck equation
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numerical example
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pricing model
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stabilty
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inverse Fourier transform
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