FFT network for interest rate derivatives with Lévy processes (Q1684764)
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scientific article; zbMATH DE number 6817582
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FFT network for interest rate derivatives with Lévy processes |
scientific article; zbMATH DE number 6817582 |
Statements
FFT network for interest rate derivatives with Lévy processes (English)
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12 December 2017
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FFT newwork
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interest rate derivatives
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Lévy processes
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