Exponential time integration and Chebychev discretisation schemes for fast pricing of options (Q941609): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Désiré Yannick Tangman / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Ashvin Gopaul / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Muddun Bhuruth / rank | |||
Normal rank | |||
Revision as of 03:09, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential time integration and Chebychev discretisation schemes for fast pricing of options |
scientific article |
Statements
Exponential time integration and Chebychev discretisation schemes for fast pricing of options (English)
0 references
1 September 2008
0 references
option pricing
0 references
exponential time differencing
0 references
spectral methods
0 references
jump-diffusion processes
0 references
integro-differential equations
0 references
