High Order Method for Variable Coefficient Integro-Differential Equations and Inequalities Arising In Option Pricing Pradeep (Q6143260): Difference between revisions
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scientific article; zbMATH DE number 7793808
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English | High Order Method for Variable Coefficient Integro-Differential Equations and Inequalities Arising In Option Pricing Pradeep |
scientific article; zbMATH DE number 7793808 |
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High Order Method for Variable Coefficient Integro-Differential Equations and Inequalities Arising In Option Pricing Pradeep (English)
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23 January 2024
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Schur polynomials
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implicit-explicit schemes
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partial integro-differential equations
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jump-diffusion models
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option pricing
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