A homotopy analysis method for the option pricing PDE in post-crash markets (Q500201)
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scientific article; zbMATH DE number 6488148
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A homotopy analysis method for the option pricing PDE in post-crash markets |
scientific article; zbMATH DE number 6488148 |
Statements
A homotopy analysis method for the option pricing PDE in post-crash markets (English)
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1 October 2015
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Black-Scholes PDE
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options
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financial crisis
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homotopy analysis method
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0.8152220845222473
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0.8021553158760071
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0.7810570001602173
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0.7760791778564453
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0.7596182823181152
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