Optimal and near-optimal advection-diffusion finite-difference schemes. III: Black-Scholes equation (Q2713415)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal and near-optimal advection-diffusion finite-difference schemes. III: Black-Scholes equation |
scientific article |
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2000
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Black-Scholes equation
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computational finance
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option pricing
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Optimal and near-optimal advection-diffusion finite-difference schemes. III: Black-Scholes equation (English)
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