Wavelets optimization method for evaluation of fractional partial differential equations: an application to financial modelling (Q1711138)

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Wavelets optimization method for evaluation of fractional partial differential equations: an application to financial modelling
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    Wavelets optimization method for evaluation of fractional partial differential equations: an application to financial modelling (English)
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    17 January 2019
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    pricing models
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    Lévy processes
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    wavelets approximation
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    optimization
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