An Efficient Method for Option Pricing with Finite Elements: An Endogenous Element Length Approach (Q5171802)

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scientific article; zbMATH DE number 6402734
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An Efficient Method for Option Pricing with Finite Elements: An Endogenous Element Length Approach
scientific article; zbMATH DE number 6402734

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    An Efficient Method for Option Pricing with Finite Elements: An Endogenous Element Length Approach (English)
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    12 February 2015
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