A homotopy analysis method for the option pricing PDE in post-crash markets (Q500201)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A homotopy analysis method for the option pricing PDE in post-crash markets |
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A homotopy analysis method for the option pricing PDE in post-crash markets (English)
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1 October 2015
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Black-Scholes PDE
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options
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financial crisis
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homotopy analysis method
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