Positive finite difference schemes for a partial integro-differential option pricing model (Q298605)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Positive finite difference schemes for a partial integro-differential option pricing model |
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Positive finite difference schemes for a partial integro-differential option pricing model (English)
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21 June 2016
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partial integro-differential equation
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Bates model
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numerical analysis
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stability and positivity
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