A Reduced Basis for Option Pricing (Q2996526)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Reduced Basis for Option Pricing |
scientific article |
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A Reduced Basis for Option Pricing (English)
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2 May 2011
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option pricing
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PDE
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PIDE
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integro-differential equation
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jump-diffusion
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Merton model
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Galerkin method
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reduced basis
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