Optimal control of European double barrier basket options (Q3087040)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of European double barrier basket options |
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Optimal control of European double barrier basket options (English)
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2 August 2011
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European double barrier basket options
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multiple cash settlements
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optimal control
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Dirichlet and final time control
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Black-Scholes equation
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finite element discretization
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