Construction of positivity preserving numerical method for jump-diffusion option pricing models (Q2400313): Difference between revisions

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Construction of positivity preserving numerical method for jump-diffusion option pricing models
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    Construction of positivity preserving numerical method for jump-diffusion option pricing models (English)
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    28 August 2017
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    stochastic diferential equations
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    jump-diffusions
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    option pricing
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    numerical solution
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    balanced implicit method
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    positivity preservation
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