Pricing algorithms of multivariate path dependent options (Q1347857)
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scientific article; zbMATH DE number 1736580
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing algorithms of multivariate path dependent options |
scientific article; zbMATH DE number 1736580 |
Statements
Pricing algorithms of multivariate path dependent options (English)
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6 November 2002
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financial markets
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path dependent options
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pricing methods
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diffusion type equations
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