Numerical computation of Theta in a jump-diffusion model by integration by parts (Q3182748): Difference between revisions
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Revision as of 11:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical computation of Theta in a jump-diffusion model by integration by parts |
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Numerical computation of Theta in a jump-diffusion model by integration by parts (English)
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16 October 2009
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applied mathematical finance
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European financial markets
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computational finance
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financial mathematics
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