An efficient numerical method for pricing option under jump diffusion model (Q531075): Difference between revisions
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Revision as of 00:33, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient numerical method for pricing option under jump diffusion model |
scientific article |
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An efficient numerical method for pricing option under jump diffusion model (English)
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3 August 2016
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radial basis function
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finite difference
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option pricing
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jump-diffusion models
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partial integro-differential equation
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