Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff
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Bibliographic InfoArticle provided by Springer in its journal Decisions in Economics and Finance.
Volume (Year): 27 (2004)
Issue (Month): 2 (December)
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Web page: http://link.springer.de/link/service/journals/10203/index.htm
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- Stephen Figlewski & Bin Gao, 1998.
"The Adaptive Mesh Model: A New Approach to Efficient Option Pricing,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
98-032, New York University, Leonard N. Stern School of Business-.
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