Adjoint Expansions in Local Lévy Models (Q2873128)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adjoint Expansions in Local Lévy Models |
scientific article |
Statements
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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