Numerical computation of Theta in a jump-diffusion model by integration by parts (Q3182748)
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scientific article; zbMATH DE number 5616506
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| English | Numerical computation of Theta in a jump-diffusion model by integration by parts |
scientific article; zbMATH DE number 5616506 |
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Numerical computation of Theta in a jump-diffusion model by integration by parts (English)
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16 October 2009
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applied mathematical finance
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European financial markets
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computational finance
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financial mathematics
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0.8850631
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0.87051296
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0.86495554
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0.8630287
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0.8612137
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0.8572927
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0.8568956
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0.8563863
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0.8495838
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