Repeated spatial extrapolation: an extraordinarily efficient approach for option pricing (Q2348959)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Repeated spatial extrapolation: an extraordinarily efficient approach for option pricing |
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Repeated spatial extrapolation: an extraordinarily efficient approach for option pricing (English)
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16 June 2015
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spatial extrapolation
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finite difference
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high-order accuracy
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Black-Scholes model
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option pricing
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