A spectral element method to price European options. I. Single asset with and without jump diffusion (Q618463)

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A spectral element method to price European options. I. Single asset with and without jump diffusion
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    A spectral element method to price European options. I. Single asset with and without jump diffusion (English)
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    16 January 2011
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    spectral element method
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    Black-Scholes equation
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    jump diffusion
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