Multigrid method for pricing European options under the CGMY process (Q2126958)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multigrid method for pricing European options under the CGMY process |
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Multigrid method for pricing European options under the CGMY process (English)
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19 April 2022
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multigrid
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two-grid analysis
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Black-Scholes equation
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CGMY model
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PIDE
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