VARIABLE TIME-STEPPING HYBRID FINITE DIFFERENCE METHODS FOR PRICING BINARY OPTIONS (Q3169247)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VARIABLE TIME-STEPPING HYBRID FINITE DIFFERENCE METHODS FOR PRICING BINARY OPTIONS |
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VARIABLE TIME-STEPPING HYBRID FINITE DIFFERENCE METHODS FOR PRICING BINARY OPTIONS (English)
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28 April 2011
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option pricing
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variable time steps
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hybrid finite difference method
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binary options
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American options
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