Artificial Boundary Method for European Pricing Option Problem (Q4986626)
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scientific article; zbMATH DE number 7340275
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Artificial Boundary Method for European Pricing Option Problem |
scientific article; zbMATH DE number 7340275 |
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Artificial Boundary Method for European Pricing Option Problem (English)
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27 April 2021
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option pricing
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Heston model
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asymptotic analysis
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artificial boundary condition
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