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scientific article; zbMATH DE number 7598116
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| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 7598116 |
Statements
7 October 2022
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interest rate
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spread option pricing
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jump-diffusion models
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numerical method
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alternating direction Implicit
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0.9293537
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0.9227891
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0.91636264
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0.8974429
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0.89604115
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