Abstract
In Chapter 4 we discussed the pricing of vanilla options (standard options) by means of finite differences. The methods were based on the simple partial differential equation (4.2),
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© 2006 Springer
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Seydel, R.U. (2006). Pricing of Exotic Options. In: Tools for Computational Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-27926-1_6
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DOI: https://doi.org/10.1007/3-540-27926-1_6
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-27923-5
Online ISBN: 978-3-540-27926-6
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