IMEX schemes for pricing options under jump-diffusion models (Q2250990): Difference between revisions
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Revision as of 00:26, 16 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | IMEX schemes for pricing options under jump-diffusion models |
scientific article |
Statements
IMEX schemes for pricing options under jump-diffusion models (English)
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10 July 2014
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implicit-explicit methods
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linear multistep methods
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jump-diffusion model
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option pricing
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stability
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