Q3102233 (Q3102233): Difference between revisions
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Latest revision as of 09:42, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
2 December 2011
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computational finance
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option pricing
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characteristic functions
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PDEs
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finite differences
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PIDEs
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Monte Carlo
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model calibration
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filtering
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