On American Options Under the Variance Gamma Process (Q5297932)
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scientific article; zbMATH DE number 5171068
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On American Options Under the Variance Gamma Process |
scientific article; zbMATH DE number 5171068 |
Statements
On American Options Under the Variance Gamma Process (English)
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16 July 2007
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integro-differential equations
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variance gamma
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finite differences
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FFT
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