Pricing options under jump diffusion processes with fitted finite volume method (Q945264): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.amc.2007.12.043 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.AMC.2007.12.043 / rank | |||
Normal rank | |||
Latest revision as of 09:17, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing options under jump diffusion processes with fitted finite volume method |
scientific article |
Statements
Pricing options under jump diffusion processes with fitted finite volume method (English)
0 references
12 September 2008
0 references
jump diffusion processes
0 references
finite volume method
0 references
partial integro-differential equation
0 references
penalty method
0 references
FFT
0 references
0 references
0 references
0 references
0 references
0 references
