A high-order front-tracking finite difference method for pricing American options under jump-diffusion models (Q5411503): Difference between revisions
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Latest revision as of 08:56, 30 July 2024
scientific article; zbMATH DE number 6287657
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A high-order front-tracking finite difference method for pricing American options under jump-diffusion models |
scientific article; zbMATH DE number 6287657 |
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A high-order front-tracking finite difference method for pricing American options under jump-diffusion models (English)
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23 April 2014
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