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Hanert, Emmanuel
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Meshfree Approximation for
Multi-Asset
Options
Hanert, Emmanuel
;
Venkatramanan, Aanand
-
Henley Business School, University of Reading
-
2008
We price
multi-asset
options
by solving their price partial differential equations using a meshfree approach with …
Persistent link: https://www.econbiz.de/10008542357
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