An operator splitting method for pricing the ELS option (Q2884851)
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scientific article; zbMATH DE number 6036525
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An operator splitting method for pricing the ELS option |
scientific article; zbMATH DE number 6036525 |
Statements
18 May 2012
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operator splitting method
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finite difference method
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Black-Scholes equation
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An operator splitting method for pricing the ELS option (English)
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