Robust willow tree method under Lévy processes (Q6098950)
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scientific article; zbMATH DE number 7697406
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust willow tree method under Lévy processes |
scientific article; zbMATH DE number 7697406 |
Statements
Robust willow tree method under Lévy processes (English)
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19 June 2023
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option pricing
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willow tree
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Lévy process
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characteristic function
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trapezoidal formula
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