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scientific article
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scientific article

    Statements

    author
    Kai Zhang
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    Songgui Wang
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    publication date
    15 April 2009
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    zbMATH Keywords
    jump diffusion processes
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    option pricing
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    finite volume method
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    integral partial differential equation
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    FFT
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    65M12
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    65M60
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    zbMATH DE Number
    5543971
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