American option valuation under time changed tempered stable Lévy processes (Q1620146): Difference between revisions

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Latest revision as of 08:41, 17 July 2024

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American option valuation under time changed tempered stable Lévy processes
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    American option valuation under time changed tempered stable Lévy processes (English)
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    13 November 2018
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    stylized facts
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    tempered stable processes
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    Fourier-cosine technique
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    improved particle swarm optimization
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