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Numerical simulation of a Finite Moment Log Stable model for a European call option.

Hongmei ZhangFawang LiuIan W. TurnerS. ChenQianqian Yang
Published in: Numer. Algorithms (2017)
Keyphrases
  • numerical simulations
  • probabilistic model
  • mathematical model
  • theoretical analysis
  • experimental data
  • lattice boltzmann
  • multiscale
  • simulation model