Partial Differential Equations for Option Pricing (Q3631194)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partial Differential Equations for Option Pricing |
scientific article |
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Partial Differential Equations for Option Pricing (English)
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5 June 2009
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PDE
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FEM
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European call
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Black-Scholes
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European basket
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sparse methods
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American basket
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stochastic volatility
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sensitivity
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Dupire's equation
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