"An Efficient Method for Option Pricing with Finite Elements: An Endogenous ..."

Tomoya Horiuchi, Kei Takahashi, Takahiro Ohno (2012)

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DOI: 10.1007/978-3-319-00795-3_30

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Tomoya Horiuchi, Kei Takahashi, Takahiro Ohno:
An Efficient Method for Option Pricing with Finite Elements: An Endogenous Element Length Approach. OR 2012: 203-208

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