General hull form equations

Pricing TARN Using a Finite Difference Method - arXiv

a general outline of PDE approach to pricing TARN can be found in Piterbarg (2004). Without losing generality, we assume the underlying asset is the foreign exchange

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Mathematics for Finance: An Introduction to Financial ...

Advisory Board P.J. Cameron Queen Mary and Westfield College M.A.J. Chaplain University of Dundee K. Erdmann Oxford University L.C.G. Rogers University of Cambridge E. Süli Oxford University J.F. Toland University of Bath Other books in this series A First Course in Discrete Mathematics I. Anderson Analytic Methods for Partial Differential Equations G. Evans, J. Blackledge, P. Yardley

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Rating OFFSHORE RACING CONGRESS - orc.org

orc vpp documentation 2013‐issue‐1.2.doc ORC VPP Documentation. DRAFT 2010_1.0 World Leader in Rating Technology OFFSHORE RACING CONGRESS