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~subject:"Black-Scholes partial differential equation (BS-PDE)"
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Black-Scholes partial differential equation (BS-PDE)
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Pricing multidimensional financial derivatives with stochastic volatilities using the dimensional-adaptive
combination
technique
Benk, Janos
;
Pflüger, Dirk
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 75-104
Persistent link: https://www.econbiz.de/10011848349
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