Quantization meets Fourier: a new technology for pricing options (Q2288923)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantization meets Fourier: a new technology for pricing options |
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Quantization meets Fourier: a new technology for pricing options (English)
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20 January 2020
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quantization
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characteristic function
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option pricing
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stochastic volatility
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jump processes
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