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scientific article; zbMATH DE number 6398936
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6398936 |
Statements
6 February 2015
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stochastic volatility
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jump-diffusion model
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Lévy processes
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variational formulation
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finite element method
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Euler scheme
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Monte Carlo method
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