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~subject:"Optionspreistheorie"
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Optionspreistheorie
Solitons
36
solitons
15
Bose-Einstein condensates in periodic potentials
12
Josephson effect
12
vortices
12
03.75.Lm Tunneling
11
and topological excitations
10
Finite difference methods
6
05.45.Yv Solitons
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Compactons
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finite difference methods
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05.30.Jp Boson systems
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Pseudospectral methods
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American option pricing
3
Numerical simulations
3
Option pricing theory
3
03.75.Mn Multicomponent condensates
2
67.85.De Dynamic properties of condensates
2
73.43.Nq Quantum phase transitions
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American options
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Barrier options
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Finite Difference Methods
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Jump diffusions
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Long-range interactions
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Nonlinear dispersion
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Pattern formation
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Pricing derivatives
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Stochastic process
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Stochastischer Prozess
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and superfluid flow
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excitations
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spinor condensates
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stochastic volatility
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super-time-stepping
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topological excitations
2
02.30.Ik Integrable systems
1
02.70.Wz Symbolic computation (computer algebra)
1
03.65.Ge Solutions of wave equations: bound states
1
03.65.Sq Semiclassical theories and applications
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Buetow, Gerald W.
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Chen, Yingzi
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O'Sullivan, Conall
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O'Sullivan, Stephen
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Sochacki, James
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Wang, Wansheng
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Xiao, Aiguo
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Computational economics
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International journal of theoretical and applied finance
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Journal of mathematical finance
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ECONIS (ZBW)
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Pricing European and American options in the Heston model with accelerated explicit finite differencing methods
O'Sullivan, Conall
;
O'Sullivan, Stephen
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10009756043
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2
An efficient algorithm for options under Merton’s jump-diffusion model on nonuniform grids
Chen, Yingzi
;
Wang, Wansheng
;
Xiao, Aiguo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1565-1591
Persistent link: https://www.econbiz.de/10012135577
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3
Introducing the power series method to numerically approximate contingent claim partial differential equations
Buetow, Gerald W.
;
Sochacki, James
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 616-636
Persistent link: https://www.econbiz.de/10012433130
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