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Revision as of 21:20, 5 March 2024

scientific article; zbMATH DE number 5240388
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English
Accurate Evaluation of European and American Options Under the CGMY Process
scientific article; zbMATH DE number 5240388

    Statements

    Accurate Evaluation of European and American Options Under the CGMY Process (English)
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    25 February 2008
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    partial integro-differential equations
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    collocation method
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    option pricing
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