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Method of lines for valuation and sensitivities of Bermudan options

Purba Banerjee, Vasudeva Murthy, Shashi Jain
Year of publication:
2024
Authors: Banerjee, Purba ; Murthy, Vasudeva ; Jain, Shashi
Subject: Bermudan options | Fast Greeks | Finite difference method for option pricing | Method of lines | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Derivat | Derivative
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