Operator splitting schemes for the two-asset Merton jump-diffusion model (Q2223797)
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scientific article
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| English | Operator splitting schemes for the two-asset Merton jump-diffusion model |
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Operator splitting schemes for the two-asset Merton jump-diffusion model (English)
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3 February 2021
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partial integro-differential equations
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operator splitting schemes
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two-asset Merton jump-diffusion model
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0.9540637
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0.88435304
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0.8679505
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0.86071134
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0.85136855
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0.8465769
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0.84449685
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0.84435165
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0.84275836
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