Operator splitting schemes for American options under the two-asset Merton jump-diffusion model (Q1986143)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Operator splitting schemes for American options under the two-asset Merton jump-diffusion model |
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Operator splitting schemes for American options under the two-asset Merton jump-diffusion model (English)
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7 April 2020
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partial integro-differential complementarity problem
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operator splitting methods
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American options
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two-asset Merton jump-diffusion model
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