A new method for generating approximation algorithms for financial mathematics applications (Q5745631)
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scientific article; zbMATH DE number 6252515
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new method for generating approximation algorithms for financial mathematics applications |
scientific article; zbMATH DE number 6252515 |
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A new method for generating approximation algorithms for financial mathematics applications (English)
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30 January 2014
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asset pricing
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American options
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probability theory
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derivative pricing models
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