Forward-backward SDEs driven by Lévy processes and application to option pricing (Q3190972)
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scientific article; zbMATH DE number 6346541
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Forward-backward SDEs driven by Lévy processes and application to option pricing |
scientific article; zbMATH DE number 6346541 |
Statements
19 September 2014
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forward-backward stochastic differential equations
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FBSDEs
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Lévy processes
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partial integro-differential equation
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option pricing
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0.8699919581413269
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0.7901890873908997
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0.7786803841590881
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0.7640866041183472
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0.762864351272583
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