Asset pricing for an affine jump-diffusion model using an FD method of lines on nonuniform meshes (Q4629252)
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scientific article; zbMATH DE number 7039852
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| English | Asset pricing for an affine jump-diffusion model using an FD method of lines on nonuniform meshes |
scientific article; zbMATH DE number 7039852 |
Statements
Asset pricing for an affine jump‐diffusion model using an FD method of lines on nonuniform meshes (English)
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21 March 2019
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asset pricing
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computational methods
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double integral
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FD method
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jump diffusion
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0.8584343791007996
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0.8458831310272217
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0.8421346545219421
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0.841314971446991
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0.8358153700828552
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