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Q4980500 - MaRDI portal

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scientific article; zbMATH DE number 6311332
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scientific article; zbMATH DE number 6311332

    Statements

    author
    Zheng Wu
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    Jiahui Yang
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    Yiwen Zhang
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    publication date
    30 June 2014
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    Mathematics Subject Classification ID
    91G60
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    91G20
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    65M06
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    zbMATH DE Number
    6311332
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    zbMATH Keywords
    pricing model
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    Black-Scholes equation
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    Parisian option feature
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    finite difference method
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    Euler-Lagrange splitting scheme
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