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  • Search: subject:"Jump-diffusion simulation"
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Finite difference schemes 1 Inverse problems 1 Jump-diffusion simulation 1 Option pricing theory 1 Optionspreistheorie 1 Partial integro-differential equations 1 Simulation 1 Stochastic process 1 Stochastischer Prozess 1 Tikhonov-type regularisation 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Albani, Vinícius 1 Zubelli, Jorge P. 1
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Finance and stochastics 1
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A splitting strategy for the calibration of jump-diffusion models
Albani, Vinícius; Zubelli, Jorge P. - In: Finance and stochastics 24 (2020) 3, pp. 677-722
Persistent link: https://www.econbiz.de/10012518083
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