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Double barrier option
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Finite difference method
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Ballestra, Luca Vincenzo
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Computational management science
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Enhancing finite difference approximations for double barrier options : mesh optimization and repeated Richardson extrapolation
Ballestra, Luca Vincenzo
- In:
Computational management science
18
(
2021
)
2
,
pp. 239-263
Persistent link: https://www.econbiz.de/10012543403
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