Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps (Q3460257): Difference between revisions

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Latest revision as of 07:49, 11 July 2024

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Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps
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    Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps (English)
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    7 January 2016
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    boundary element method
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    barrier options
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    Bates model
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    Heston model
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