Operator splitting methods for pricing American options under stochastic volatility (Q841111)
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scientific article; zbMATH DE number 5603865
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Operator splitting methods for pricing American options under stochastic volatility |
scientific article; zbMATH DE number 5603865 |
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Operator splitting methods for pricing American options under stochastic volatility (English)
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14 September 2009
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0.95691645
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0.95285404
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0.92914957
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0.9243982
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0.92386425
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0.9159181
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0.9141791
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0.90987986
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