Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing (Q878048)
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scientific article; zbMATH DE number 5146102
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| English | Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing |
scientific article; zbMATH DE number 5146102 |
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Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing (English)
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26 April 2007
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0.8911639451980591
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0.8618397116661072
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0.8399165272712708
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0.8383737206459045
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0.8326613306999207
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