The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach (Q614340)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach |
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The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach (English)
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27 December 2010
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option pricing
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stochastic volatility
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Lévy processes
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finite elements
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