Closed-Form Asymptotics and Numerical Approximations of 1D Parabolic Equations with Applications to Option Pricing
Cheng, Wen, Costanzino, Nick, Liechty, John, Mazzucato, Anna, Nistor, VictorТом:
2
Мова:
english
Журнал:
SIAM Journal on Financial Mathematics
DOI:
10.1137/100796832
Date:
January, 2011
Файл:
PDF, 506 KB
english, 2011
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