Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model (Q6405574)
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scientific article; zbMATH DE number 900569465
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| English | Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model |
scientific article; zbMATH DE number 900569465 |
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20 July 2022
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math.NA
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cs.NA
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q-fin.CP
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