Multiplicative noise, fast convolution and pricing (Q2879044)
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scientific article; zbMATH DE number 6340782
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiplicative noise, fast convolution and pricing |
scientific article; zbMATH DE number 6340782 |
Statements
Multiplicative noise, fast convolution and pricing (English)
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5 September 2014
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computational finance
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stochastic processes
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non-Gaussian option pricing
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numerical methods for option pricing
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