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The Petrov-Galerkin Method for Pricing of Bond of Options
Author: SunHongYin
Tutor: LiuTang
School: Tianjin University of Finance and Economics
Course: Applied Mathematics
Keywords: Zero-coupon bonds Option Pricing Finite Element Method Term Structure of Interest Rates
CLC: F224
Type: Master's thesis
Year: 2011
Downloads: 16
Quote: 0
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Abstract
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CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
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