Application of homotopy analysis method to option pricing under Lévy processes (Q2254307)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of homotopy analysis method to option pricing under Lévy processes |
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Application of homotopy analysis method to option pricing under Lévy processes (English)
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4 February 2015
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barrier options
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homotopy analysis method
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Lévy processes
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variance gamma model
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