Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dimension reduction for pricing options under multidimensional Lévy processes |
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Dimension reduction for pricing options under multidimensional Lévy processes (English)
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16 August 2017
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dimension reduction method
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multidimensional Lévy process
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quasi-Monte Carlo
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normal variance-mean mixture
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