The method of fundamental solutions for solving options pricing models (Q945379)
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scientific article; zbMATH DE number 5342916
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The method of fundamental solutions for solving options pricing models |
scientific article; zbMATH DE number 5342916 |
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The method of fundamental solutions for solving options pricing models (English)
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12 September 2008
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Black-Scholes equations
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method of fundamental solutions
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American options
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artificial boundary conditions
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free boundary conditions
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