Abstract
Now that we have seen a number of different models, we will take an interlude in our discussion of smile modelling. It is time to consider the numerical algorithms we can use to solve the model equations.
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© 2014 Peter Austing
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Austing, P. (2014). Numerical Techniques. In: Smile Pricing Explained. Financial Engineering Explained. Palgrave Macmillan, London. https://doi.org/10.1057/9781137335722_8
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DOI: https://doi.org/10.1057/9781137335722_8
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-137-33571-5
Online ISBN: 978-1-137-33572-2
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