scientific article; zbMATH DE number 6398936
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Publication:5173047
zbMath1339.60092MaRDI QIDQ5173047
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Publication date: 6 February 2015
Full work available at URL: http://www.ceser.in/ceserp/index.php/ijms/article/view/3085
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finite element methodLévy processesstochastic volatilityvariational formulationMonte Carlo methodEuler schemejump-diffusion model
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