Multigrid Method for a Two Dimensional Fully Nonlinear Black-Scholes Equation with a Nonlinear Volatility Function (Q3385959)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multigrid Method for a Two Dimensional Fully Nonlinear Black-Scholes Equation with a Nonlinear Volatility Function |
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Multigrid Method for a Two Dimensional Fully Nonlinear Black-Scholes Equation with a Nonlinear Volatility Function (English)
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14 January 2021
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fully nonlinear equation
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multigrid method
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Black-Scholes equation
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finite difference method
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