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Evaluation finite moment log-stable option pricing by a spectral method
Xu Guo
*
,
Leevan LING
*
Corresponding author for this work
Department of Mathematics
Research output
:
Contribution to journal
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Article
›
peer-review
3
Citations (Scopus)
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Dive into the research topics of 'Evaluation finite moment log-stable option pricing by a spectral method'. Together they form a unique fingerprint.
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Mathematics
Option Pricing
100%
Spectral Methods
86%
Integral-differential Equation
80%
Pricing
69%
Evaluation
61%
Moment
58%
Jacobi Method
56%
Fractional
45%
Partial
42%
Gauss
39%
Black-Scholes Equation
28%
Geometric Brownian Motion
28%
Black-Scholes
28%
Model
27%
Mathematical Finance
27%
American Options
27%
Stable Models
26%
Stable Process
24%
Diffusion Model
23%
Process Model
23%
Standards
23%
Computational Cost
21%
Statistical property
20%
Numerical Algorithms
20%
Finite Difference Scheme
20%
Flexibility
20%
Fractional Order
20%
Diffusion equation
20%
Efficient Algorithms
18%
Character
16%
First-order
14%
Design
13%
Engineering & Materials Science
Differential equations
37%
Costs
32%
Brownian movement
17%
Finance
16%