Fast numerical valuation of American, exotic and complex options (Q4541537)
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scientific article; zbMATH DE number 1771938
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast numerical valuation of American, exotic and complex options |
scientific article; zbMATH DE number 1771938 |
Statements
Fast numerical valuation of American, exotic and complex options (English)
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4 September 2002
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derivative securities
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PDE problem
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American vanilla and exotic options
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