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Reduced Order Models for Pricing American Options under Stochastic Volatility and Jump-Diffusion Models.

Maciej BalajewiczJari Toivanen
Published in: ICCS (2016)
Keyphrases
  • diffusion models
  • diffusion model
  • information diffusion
  • reduced order
  • social networks
  • supply chain
  • data fusion
  • influence maximization