A combined compact difference scheme for option pricing in the exponential jump-diffusion models (Q2142005): Difference between revisions

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+Pricing of general European options on discrete dividend-paying assets with jump-diffusion dynamics
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+The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option
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+Selection of shape parameter in radial basis functions for solution of time-fractional Black-Scholes models
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+A new kind of parallel finite difference method for the quanto option pricing model
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+A three-point combined compact difference scheme
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+A three-point sixth-order nonuniform combined compact difference scheme
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+A three-point sixth-order staggered combined compact difference scheme
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+A fast solver of the shallow water equations on a sphere using a combined compact difference scheme.
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