A new finite difference method for pricing and hedging fixed income derivatives: comparative analysis and the case of an Asian option (Q896802)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new finite difference method for pricing and hedging fixed income derivatives: comparative analysis and the case of an Asian option |
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A new finite difference method for pricing and hedging fixed income derivatives: comparative analysis and the case of an Asian option (English)
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14 December 2015
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interest rates derivatives
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option pricing and hedging
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PDE
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finite difference methods
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computational finance
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