Adaptive lattice methods for multi-asset models (Q1004678)
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scientific article; zbMATH DE number 5528535
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive lattice methods for multi-asset models |
scientific article; zbMATH DE number 5528535 |
Statements
Adaptive lattice methods for multi-asset models (English)
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12 March 2009
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lattice method
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multi-asset option pricing
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adaptive mesh refinement
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