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ADI schemes for the valuation of American options under the Heston model

Wed, 11/18/2015 - 08:00 PM - Wed, 11/18/2015 - 07:00 PM
Type
Computational / Applied Math Seminar Series
Abstract
Speaker
Karel in't Hout
Professor
University of Antwerp, Belgium
Curator
B. Welfert
Location
ERC 189
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