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

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Property / full work available at URL: https://doi.org/10.1186/s13662-019-2431-7 / rank
 
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Latest revision as of 03:22, 29 July 2024

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A combined compact difference scheme for option pricing in the exponential jump-diffusion models
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    A combined compact difference scheme for option pricing in the exponential jump-diffusion models (English)
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    25 May 2022
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    Black-Scholes equation
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    combined compact difference
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    jump-diffusion model
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    option pricing
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