A more accurate finite difference approach to the pricing of contingent claims (Q1294132)
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scientific article; zbMATH DE number 1310982
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A more accurate finite difference approach to the pricing of contingent claims |
scientific article; zbMATH DE number 1310982 |
Statements
A more accurate finite difference approach to the pricing of contingent claims (English)
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14 June 2000
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finite difference method
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contingent claim
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