Positive finite difference schemes for a partial integro-differential option pricing model (Q298605): Difference between revisions

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-Lucas Jodar
@@ Property / author: Lucas Jodar / rank @@
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@@ Property / author @@
-Lucas Jodar
@@ Property / author: Lucas Jodar / rank @@
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+The Pricing of Options and Corporate Liabilities
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+Option pricing when underlying stock returns are discontinuous
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