A fast Monte Carlo scheme for additive processes and option pricing (Q6134302)
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scientific article; zbMATH DE number 7730670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast Monte Carlo scheme for additive processes and option pricing |
scientific article; zbMATH DE number 7730670 |
Statements
A fast Monte Carlo scheme for additive processes and option pricing (English)
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22 August 2023
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additive process
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simulation
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fast Fourier transform
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Lewis formula
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