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scientific article; zbMATH DE number 6262740
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6262740 |
Statements
28 February 2014
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Heston stochastic volatility model
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American option
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alternative direction implicit scheme
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linear complementary problem
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projected method
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convergence
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