Fast calculation of integral convolution operators in problems of evaluating options in Lévy's models (Q6661387)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7965652
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Fast calculation of integral convolution operators in problems of evaluating options in Lévy's models |
scientific article; zbMATH DE number 7965652 |
Statements
Fast calculation of integral convolution operators in problems of evaluating options in Lévy's models (English)
0 references
13 January 2025
0 references
Wiener-Hopf factorization
0 references
Lévy processes
0 references
integral convolution operators
0 references
integral transforms
0 references
numerical methods
0 references
machine learning
0 references
computational mathematical finance
0 references
0 references
0 references
0 references
0 references
0 references
0.7780840396881104
0 references
0.7327351570129395
0 references
0.73261559009552
0 references
0.7255367636680603
0 references
0.7235223054885864
0 references
