Publication:5397343
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zbMath1282.49022MaRDI QIDQ5397343
Matthias Schu, Ekkehard W. Sachs
Publication date: 20 February 2014
Full work available at URL: http://pldml.icm.edu.pl/pldml/element/bwmeta1.element.bwnjournal-article-ccv39i3p661bwm?q=bwmeta1.element.bwnjournal-number-cc-2010-39-3%3b5&qt=CHILDREN-STATELESS
option pricing; proper orthogonal decomposition; trust region method; jump diffusion models; PIDE constrained optimization
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