Pricing options under jump diffusion processes with fitted finite volume method (Q945264): Difference between revisions

@@ Property / DOI @@
-.1016/j.amc.2007.12.043
@@ Property / DOI: 10.1016/j.amc.2007.12.043 / rank @@
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@@ Property / full work available at URL @@
-https://doi.org/10.1016/j.amc.2007.12.043
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-W2136287637
@@ Property / OpenAlex ID: W2136287637 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2007.12.043
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@@ Property / OpenAlex ID @@
+W2136287637
@@ Property / OpenAlex ID: W2136287637 / rank @@
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@@ Property / cites work @@
+Numerical valuation of options with jumps in the underlying
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+Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing
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+Numerical Analysis of American Option Pricing in a Jump-Diffusion Model
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@@ Property / DOI @@
+.1016/J.AMC.2007.12.043
@@ Property / DOI: 10.1016/J.AMC.2007.12.043 / rank @@
+Normal rank