An efficient numerical method for pricing option under jump diffusion model (Q531075): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M06
@@ Property / Mathematics Subject Classification ID: 65M06 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K05
@@ Property / Mathematics Subject Classification ID: 45K05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M12
@@ Property / Mathematics Subject Classification ID: 65M12 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6608621
@@ Property / zbMATH DE Number: 6608621 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+radial basis function
@@ Property / zbMATH Keywords: radial basis function / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+finite difference
@@ Property / zbMATH Keywords: finite difference / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+option pricing
@@ Property / zbMATH Keywords: option pricing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+jump-diffusion models
@@ Property / zbMATH Keywords: jump-diffusion models / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+partial integro-differential equation
@@ Property / zbMATH Keywords: partial integro-differential equation / rank @@
+Normal rank

Revision as of 07:51, 1 July 2023