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scientific article; zbMATH DE number 6154746
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6154746 |
Statements
17 April 2013
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barrier options
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pricing
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stochastic skew
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jump-diffusion
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finite-difference scheme
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numerical method
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Green function
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general stable tempered process
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