A spectral element approximation to price European options. II. the Black-Scholes model with two underlying assets (Q618451)
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scientific article; zbMATH DE number 5837407
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| English | A spectral element approximation to price European options. II. the Black-Scholes model with two underlying assets |
scientific article; zbMATH DE number 5837407 |
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A spectral element approximation to price European options. II. the Black-Scholes model with two underlying assets (English)
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16 January 2011
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spectral element
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Black-Scholes
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multiple asset options
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0.8776769638061523
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0.8750569224357605
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0.8324805498123169
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0.8106128573417664
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