Methods for the rapid solution of the pricing PIDEs in exponential and Merton models (Q952085): Difference between revisions

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Latest revision as of 19:46, 28 June 2024

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Methods for the rapid solution of the pricing PIDEs in exponential and Merton models
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    Methods for the rapid solution of the pricing PIDEs in exponential and Merton models (English)
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    6 November 2008
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    jump-diffusion process
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    option pricing
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    differential equations
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