Sinc-Galerkin method for the option pricing under jump-diffusion model (Q3018877)
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scientific article; zbMATH DE number 5932786
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| English | Sinc-Galerkin method for the option pricing under jump-diffusion model |
scientific article; zbMATH DE number 5932786 |
Statements
27 July 2011
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domain decomposition
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implicit-explicit scheme
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jump-diffusion model
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sinc method
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0.8930527567863464
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0.7916427850723267
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0.7861774563789368
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0.7805742621421814
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