Pricing options with Green's functions when volatility, interest rate and barriers depend on time (Q3498560)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing options with Green's functions when volatility, interest rate and barriers depend on time |
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Pricing options with Green's functions when volatility, interest rate and barriers depend on time (English)
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15 May 2008
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Green's function
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time-dependent coefficients
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numerical methods
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option pricing
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(Double) barrier options
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American options
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