A computational scheme for option under jump diffusion processes (Q3621206)
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scientific article; zbMATH DE number 5543971
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A computational scheme for option under jump diffusion processes |
scientific article; zbMATH DE number 5543971 |
Statements
15 April 2009
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jump diffusion processes
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option pricing
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finite volume method
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integral partial differential equation
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FFT
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0.8994728922843933
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0.877849817276001
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0.8626581430435181
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0.8484597206115723
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0.8483598828315735
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