scientific article; zbMATH DE number 6154746
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Publication:4913890
zbMath1267.91072MaRDI QIDQ4913890
Publication date: 17 April 2013
Full work available at URL: http://www.math.ualberta.ca/ijnam/Volume8.htm
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
numerical methodGreen functionpricingfinite-difference schemejump-diffusionbarrier optionsstochastic skewgeneral stable tempered process
Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20)
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