Application of the Fast Gauss Transform to Option Pricing (Q3114865)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of the Fast Gauss Transform to Option Pricing |
scientific article |
Statements
Application of the Fast Gauss Transform to Option Pricing (English)
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19 February 2012
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option pricing
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American options
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fast Gauss transform
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jump-diffusion model
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