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scientific article; zbMATH DE number 5985502
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| English | No label defined |
scientific article; zbMATH DE number 5985502 |
Statements
2 December 2011
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computational finance
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option pricing
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characteristic functions
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PDEs
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finite differences
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PIDEs
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Monte Carlo
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model calibration
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filtering
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0.93910855
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0.92532957
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