Pseudospectral methods for pricing options (Q3182746)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pseudospectral methods for pricing options |
scientific article |
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Pseudospectral methods for pricing options (English)
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16 October 2009
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American options
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options pricing
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partial differential equations
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stochastic volatility
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