Work

Fast Calculation of Integral Convolution Operators in Problems of Evaluating Options in Lévy’s Models

Year: 2024

Type: article

Source: Computational Mathematics and Mathematical Physics

DOI: 10.1134/s0965542524701628

Authors: A. S. Grechko, O. E. Kudryavtsev

Institution: Russian Customs Academy

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4406298869

FWCI:

Cites: 20

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Related to: 10