A spectral element method to price European options. I. Single asset with and without jump diffusion (Q618463): Difference between revisions
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Revision as of 20:47, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A spectral element method to price European options. I. Single asset with and without jump diffusion |
scientific article |
Statements
A spectral element method to price European options. I. Single asset with and without jump diffusion (English)
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16 January 2011
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spectral element method
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Black-Scholes equation
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jump diffusion
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