PDE methods for pricing barrier options (Q1583144)
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scientific article; zbMATH DE number 1521679
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PDE methods for pricing barrier options |
scientific article; zbMATH DE number 1521679 |
Statements
PDE methods for pricing barrier options (English)
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26 October 2000
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barrier options
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numerical methods
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option pricing
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automatic time stepping
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