FFT-network for bivariate Lévy option pricing (Q2024616)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FFT-network for bivariate Lévy option pricing |
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FFT-network for bivariate Lévy option pricing (English)
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4 May 2021
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option pricing
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fast Fourier transform
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lattice approach
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Lévy processes
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