Novel numerical techniques based on mimetic finite difference method for pricing two dimensional options (Q2668184)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Novel numerical techniques based on mimetic finite difference method for pricing two dimensional options |
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Novel numerical techniques based on mimetic finite difference method for pricing two dimensional options (English)
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3 March 2022
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option pricing
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European option
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American option
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mimetic finite difference method
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fitted scheme
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