Numerical valuation of options with jumps in the underlying (Q1775609)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical valuation of options with jumps in the underlying |
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Numerical valuation of options with jumps in the underlying (English)
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4 May 2005
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Option pricing
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Jump-diffusion processes
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Finite differences
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Finite elements
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Fast Fourier transform
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Integro-differential equations
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