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Latest revision as of 19:23, 5 March 2024
scientific article; zbMATH DE number 7365886
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7365886 |
Statements
1 July 2021
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bi-fractional Brownian motion
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American option pricing
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finite difference method
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least square Monte Carlo method
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stochastic differential equation
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