A MULTILEVEL APPROACH TO SOLVING THE BLACK–SCHOLES EQUATION (Q3580216)

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A MULTILEVEL APPROACH TO SOLVING THE BLACK–SCHOLES EQUATION
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    A MULTILEVEL APPROACH TO SOLVING THE BLACK–SCHOLES EQUATION (English)
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    11 August 2010
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    adaptive grids
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    wavelets
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    Black-Scholes
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    asset pricing
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