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Found 29 Documents (Results 1–29)

Algorithm for determining the volatility function in the Black-Scholes model. (English. Russian original) Zbl 1437.91430

Comput. Math. Math. Phys. 59, No. 10, 1753-1758 (2019); translation from Zh. Vychisl. Mat. Mat. Fiz. 59, No. 10, 1815-1820 (2019).
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Sufficient conditions for the convergence of the method of successive approximations with discontinuous functions. (English. Russian original) Zbl 0671.65040

U.S.S.R. Comput. Math. Math. Phys. 28, No. 2, 1-6 (1988); translation from Zh. Vychisl. Mat. Mat. Fiz. 28, No. 3, 307-315 (1988).
MSC:  65J15 65K10 65C99 90C15 91A12 49K45 93B40 93E25
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