Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models (Q1930397): Difference between revisions

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Latest revision as of 02:42, 6 July 2024

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Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models
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    Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models (English)
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    11 January 2013
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    pseudo-parabolic equations
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    jump-diffusion
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    finite-difference scheme
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    numerical method
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    Green function
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    general stable tempered process
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