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- W202900859 abstract "This thesis presents the pricing of European options under the Bates model, using adaptivity in order to efficiently distribute the grid points in space. For a fixed number of grid points the size ..." @default.
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- W202900859 date "2013-01-01" @default.
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- W202900859 title "Adaptive finite differences to price European options under the Bates model" @default.
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