Implicit-explicit Runge-Kutta methods for financial derivatives pricing models (Q819096)
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scientific article; zbMATH DE number 5014268
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implicit-explicit Runge-Kutta methods for financial derivatives pricing models |
scientific article; zbMATH DE number 5014268 |
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Implicit-explicit Runge-Kutta methods for financial derivatives pricing models (English)
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22 March 2006
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finance
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American options
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implicit-explicit Runge-Kutta methods
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finite element method
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