Diffusion approximation of Lévy processes with a view towards finance (Q3168628)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusion approximation of Lévy processes with a view towards finance |
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Diffusion approximation of Lévy processes with a view towards finance (English)
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19 April 2011
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Lévy process
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infinite activity
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diffusion approximation
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Monte Carlo
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weak approximation
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error expansion
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a posteriori error estimates
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adaptivity
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error control
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mathematical finance
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