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scientific article; zbMATH DE number 6260300
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scientific article; zbMATH DE number 6260300

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    author
    Ekkehard W. Sachs
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    Matthias Schu
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    publication date
    20 February 2014
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    zbMATH DE Number
    6260300
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    zbMATH Keywords
    option pricing
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    jump diffusion models
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    PIDE constrained optimization
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    proper orthogonal decomposition
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    trust region method
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