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Numerical simulation of a Finite Moment Log Stable model for a European call option.
Hongmei Zhang
Fawang Liu
Ian W. Turner
S. Chen
Qianqian Yang
Published in:
Numer. Algorithms (2017)
Keyphrases
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numerical simulations
probabilistic model
mathematical model
theoretical analysis
experimental data
lattice boltzmann
multiscale
simulation model