IMEX schemes for pricing options under jump-diffusion models (Q2250990): Difference between revisions

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Latest revision as of 17:26, 8 July 2024

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IMEX schemes for pricing options under jump-diffusion models
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    IMEX schemes for pricing options under jump-diffusion models (English)
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    10 July 2014
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    implicit-explicit methods
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    linear multistep methods
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    jump-diffusion model
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    option pricing
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    stability
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