On the impact of various formulations of the boundary condition within numerical option valuation by DG method (Q5279710)

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scientific article; zbMATH DE number 6750048
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On the impact of various formulations of the boundary condition within numerical option valuation by DG method
scientific article; zbMATH DE number 6750048

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    On the impact of various formulations of the boundary condition within numerical option valuation by DG method (English)
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    19 July 2017
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    option
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    valuation
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    discontinuous Galerkin approach
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    boundary condition
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