Talk
Generalized Exponential Basis for Efficient Solving of Homogeneous Diffusion Free Boundary Problems: Russian Option Pricing
José Carlos Dias (Dias, J. C.); Igor V. Kravchenko (Kravchenko, I. V. ); Vladislav V. Kravchenko (Kravchenko, V. V.); Sergii M. Torba (Torba, S. M.);
Event Title
10th World Congress of the Bachelier Finance Society
Year (definitive publication)
2018
Language
English
Country
Ireland
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Times Cited: 5

(Last checked: 2022-08-21 18:43)

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Abstract
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Acknowledgements
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Keywords
  • Economics and Business - Social Sciences

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