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Efficient and fast numerical method for pricing discrete double barrier option by projection method.

Rahman FarnooshAmirhossein SobhaniMohammad Hossein Beheshti
Published in: Comput. Math. Appl. (2017)
Keyphrases
  • projection method
  • numerical methods
  • harmonic functions
  • learning algorithm
  • image segmentation
  • differential equations
  • finite element
  • approximation schemes