Option pricing in Hilbert space-valued jump-diffusion models using partial integro-differential equations (English)
SIAM J. Financial Math. 1, No. 1, 454-489 (2010).
1
A forward approach to numerical data assimilation. (English)
SIAM J. Sci. Comput. 31, No. 4, 3090-3115 (2009).
2
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