Parisian option's PDE pricing and its implicit difference method (Q4980588)
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scientific article; zbMATH DE number 6311407
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| English | Parisian option's PDE pricing and its implicit difference method |
scientific article; zbMATH DE number 6311407 |
Statements
30 June 2014
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Parisian option
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partial differential equations
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directional derivatives
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implicit finite difference
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absolute stability
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0.8251172304153442
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0.815228283405304
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0.813805878162384
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0.8136186599731445
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0.8133443593978882
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