A fast high-order sinc-based algorithm for pricing options under jump-diffusion processes (Q2931955)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast high-order sinc-based algorithm for pricing options under jump-diffusion processes |
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A fast high-order sinc-based algorithm for pricing options under jump-diffusion processes (English)
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28 November 2014
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domain decomposition
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improved fast Gauss transform
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sinc method
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Toeplitz
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integro-differential equations
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