Time-Adaptive High-Order Compact Finite Difference Schemes for Option Pricing in a Family of Stochastic Volatility Models (Q6048675)
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scientific article; zbMATH DE number 7737856
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| English | Time-Adaptive High-Order Compact Finite Difference Schemes for Option Pricing in a Family of Stochastic Volatility Models |
scientific article; zbMATH DE number 7737856 |
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Time-Adaptive High-Order Compact Finite Difference Schemes for Option Pricing in a Family of Stochastic Volatility Models (English)
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15 September 2023
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0.9018800854682922
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0.8924755454063416
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0.8751357793807983
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0.8698926568031311
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0.8602358102798462
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