Adjoint Expansions in Local Lévy Models (Q2873128): Difference between revisions

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Latest revision as of 21:17, 19 March 2024

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Adjoint Expansions in Local Lévy Models
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    Adjoint Expansions in Local Lévy Models (English)
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    23 January 2014
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    Lévy process
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    local volatility
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    analytical approximation
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    partial integro-differential equation
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    Fourier methods
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