Numerical Solution via Transformation Methods of Nonlinear Models in Option Pricing (Q3114144)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Solution via Transformation Methods of Nonlinear Models in Option Pricing |
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Numerical Solution via Transformation Methods of Nonlinear Models in Option Pricing (English)
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30 January 2012
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Black-Scholes equation
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transaction cost
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Newton's method
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quasi-Newton's method
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Rothe's method
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integral equation
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convergence
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