Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models (Q1930397): Difference between revisions
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Revision as of 23:55, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models |
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Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models (English)
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11 January 2013
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pseudo-parabolic equations
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jump-diffusion
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finite-difference scheme
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numerical method
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Green function
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general stable tempered process
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