A finite elements approach for spread contract valuation via associated two-dimensional PIDE (Q2685272)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A finite elements approach for spread contract valuation via associated two-dimensional PIDE |
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A finite elements approach for spread contract valuation via associated two-dimensional PIDE (English)
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20 February 2023
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finite elements
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BTTB systems
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PIDE
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Galerkin method
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levy models
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