IMEX schemes for pricing options under jump-diffusion models (Q2250990)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | IMEX schemes for pricing options under jump-diffusion models |
scientific article |
Statements
IMEX schemes for pricing options under jump-diffusion models (English)
0 references
10 July 2014
0 references
implicit-explicit methods
0 references
linear multistep methods
0 references
jump-diffusion model
0 references
option pricing
0 references
stability
0 references
