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Search: subject:"discretization schemes for partial integrodifferential equations"
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Hamilton-Jacobi-Bellman equation
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discretization schemes for partial integrodifferential equations
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Numerical methods for the quadratic hedging problem in Markov models with jumps
De Franco, Carmine
;
Tankov, Peter
;
Warin, Xavier
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 29-67
Persistent link: https://www.econbiz.de/10011442638
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