Finite Difference Methods in Financial Engineering (Duffy)

A Partial Differential Equation Approach
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  • Lemma questions
    by Bazman76 » Tue Aug 24, 2010 3:27 pm
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  • UVM-ADE
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  • Exercises Chapter 6
    by JLMARTIN » Mon Jul 30, 2012 3:26 pm
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  • errata for the book
    by hichmoul » Wed Feb 11, 2009 5:50 pm
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  • ADE details
    by avk » Thu Feb 10, 2011 3:12 pm
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  • FDM in Financial Engineering: Figure9.2
    by hichmoul » Wed Mar 18, 2009 10:12 am
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  • The Heston Model using FDM
    by Cuchulainn » Fri Sep 14, 2007 6:15 am
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  • Slides Shows on PDE and FDM
    by Cuchulainn » Wed Mar 28, 2007 11:32 am
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