Accurate Evaluation of European and American Options Under the CGMY Process (Q5444244)
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scientific article; zbMATH DE number 5240388
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accurate Evaluation of European and American Options Under the CGMY Process |
scientific article; zbMATH DE number 5240388 |
Statements
Accurate Evaluation of European and American Options Under the CGMY Process (English)
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25 February 2008
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partial integro-differential equations
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collocation method
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option pricing
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