Pricing Derivatives Under Lévy Models (Q2835278)

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Pricing Derivatives Under Lévy Models
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    Pricing Derivatives Under Lévy Models (English)
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    1 December 2016
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    Lévy process
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    partial integro-differential equation
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    M-matrices
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    EM-matrices
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    finite difference schemes
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    structural default models
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    local stochastic volatility model
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