Methods for the rapid solution of the pricing PIDEs in exponential and Merton models (Q952085): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:45, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Methods for the rapid solution of the pricing PIDEs in exponential and Merton models |
scientific article |
Statements
Methods for the rapid solution of the pricing PIDEs in exponential and Merton models (English)
0 references
6 November 2008
0 references
jump-diffusion process
0 references
option pricing
0 references
differential equations
0 references
