A numerical analysis of variational valuation techniques for derivative securities (Q702595)
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scientific article; zbMATH DE number 2128799
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| English | A numerical analysis of variational valuation techniques for derivative securities |
scientific article; zbMATH DE number 2128799 |
Statements
A numerical analysis of variational valuation techniques for derivative securities (English)
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17 January 2005
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Mathematical finance
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Variational inequalities
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Finite element discretization
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Option pricing
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0.829708456993103
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0.8274742960929871
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0.8266638517379761
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