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Path-dependent option pricing with two-dimensional PDE using MPDATA

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Magnuszewski, Paweł, Arabas, Sylwester
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Computational Finance
Accesso online:	Acceder al recurso
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