A combined compact difference scheme for option pricing in the exponential jump-diffusion models (Q2142005): Difference between revisions
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Revision as of 20:58, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A combined compact difference scheme for option pricing in the exponential jump-diffusion models |
scientific article |
Statements
A combined compact difference scheme for option pricing in the exponential jump-diffusion models (English)
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25 May 2022
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Black-Scholes equation
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combined compact difference
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jump-diffusion model
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option pricing
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