Fast calculation of integral convolution operators in problems of evaluating options in Lévy's models (Q6661387)
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scientific article; zbMATH DE number 7965652
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast calculation of integral convolution operators in problems of evaluating options in Lévy's models |
scientific article; zbMATH DE number 7965652 |
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Fast calculation of integral convolution operators in problems of evaluating options in Lévy's models (English)
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13 January 2025
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Wiener-Hopf factorization
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Lévy processes
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integral convolution operators
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integral transforms
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numerical methods
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machine learning
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computational mathematical finance
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