Spectral binomial tree: new algorithms for pricing barrier options (Q2448315)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral binomial tree: new algorithms for pricing barrier options |
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Spectral binomial tree: new algorithms for pricing barrier options (English)
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30 April 2014
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spectral methods
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tridiagonal matrix
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eigenvalue problems
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double barrier options
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rebates
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