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A Spectral Element Method for Option Pricing Under Regime-Switching with Jumps.

Geraldine TourNawdha ThakoorJingtang MaDésiré Yannick Tangman
Published in: J. Sci. Comput. (2020)
Keyphrases
  • computational complexity
  • evolutionary algorithm
  • multi objective
  • artificial intelligence
  • dynamic programming
  • state space
  • rough sets
  • fault diagnosis
  • sensitivity analysis