Numerical valuation of options with jumps in the underlying (Q1775609): Difference between revisions

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+https://doi.org/10.1016/j.apnum.2004.08.037
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+Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing
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+Processes of normal inverse Gaussian type
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+Q4888858
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+The Pricing of Options and Corporate Liabilities
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+Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory
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+Exact solutions for bond and option prices with systematic jump risk
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+A Jump-Diffusion Model for Option Pricing
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+Publication:1775609