Stability of numerical methods under the regime-switching jump-diffusion model with variable coefficients (Q4972114)
From MaRDI portal
scientific article; zbMATH DE number 7135570
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of numerical methods under the regime-switching jump-diffusion model with variable coefficients |
scientific article; zbMATH DE number 7135570 |
Statements
Stability of numerical methods under the regime-switching jump-diffusion model with variable coefficients (English)
0 references
22 November 2019
0 references
regime-switching jump-diffusion models
0 references
option pricing
0 references
finite difference methods
0 references
variable coefficients
0 references
