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A more accurate finite difference approach to the pricing of contingent claims - MaRDI portal

A more accurate finite difference approach to the pricing of contingent claims (Q1294132)

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scientific article; zbMATH DE number 1310982
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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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