No label defined (Q4669424)
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scientific article; zbMATH DE number 2156839
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 2156839 |
Statements
15 April 2005
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Black-Scholes equation
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modified nonlinear model
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time integration schemes
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unconditional stability
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trapezoidal formula scheme
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portfolios of options
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