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scientific article; zbMATH DE number 6311332
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6311332 |
Statements
30 June 2014
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pricing model
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Black-Scholes equation
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Parisian option feature
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finite difference method
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Euler-Lagrange splitting scheme
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