ADI schemes for valuing European options under the Bates model (Q1748427)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ADI schemes for valuing European options under the Bates model |
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ADI schemes for valuing European options under the Bates model (English)
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11 May 2018
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partial integro-differential equations
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operator splitting methods
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alternating direction implicit schemes
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stability
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Bates model
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