Option pricing, maturity randomization and distributed computing (Q991134)

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scientific article; zbMATH DE number 5777739
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English
Option pricing, maturity randomization and distributed computing
scientific article; zbMATH DE number 5777739

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    Option pricing, maturity randomization and distributed computing (English)
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    2 September 2010
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    discrete monitoring
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    grid computing
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    integral equations
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    Lévy processes
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    option pricing
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