Solutions to integro-differential problems arising on pricing options in a Lévy market (Q411469)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solutions to integro-differential problems arising on pricing options in a Lévy market |
scientific article |
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Solutions to integro-differential problems arising on pricing options in a Lévy market (English)
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4 April 2012
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integro-differential operator
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financial market
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Lévy model
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upper and lower solutions
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spherical harmonics
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