Numerical Pricing of Multi-Asset Options

Jumps, Nonstandard Boundary Conditions, High-Dimension
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Author
Schwab, Christoph
Date
2013
Type
    Other Conference Item
Publication status
unpublished
Event
The Quantitative Methods in Finance 2013 Conference, Sydney, Australia, December 17-20, 2013
Organisational unit
03435 - Schwab, Christoph / Schwab, Christoph  
Notes
Talk.
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