A spectral element framework for option pricing under general exponential Lévy processes (Q395363)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A spectral element framework for option pricing under general exponential Lévy processes |
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A spectral element framework for option pricing under general exponential Lévy processes (English)
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29 January 2014
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Lévy processes
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spectral element methods
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partial-integro differential equation
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variance gamma
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option pricing
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