High-order ADI scheme for option pricing in stochastic volatility models (Q2406630)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-order ADI scheme for option pricing in stochastic volatility models |
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High-order ADI scheme for option pricing in stochastic volatility models (English)
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5 October 2017
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option pricing
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stochastic volatility models
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mixed derivatives
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high-order ADI scheme
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