Numerical approximation of option pricing model under jump diffusion using the Laplace transformation method (Q4913885)
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scientific article; zbMATH DE number 6154741
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| English | Numerical approximation of option pricing model under jump diffusion using the Laplace transformation method |
scientific article; zbMATH DE number 6154741 |
Statements
17 April 2013
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Laplace inversion
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option
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derivative
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jump-diffusion
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0.8104737401008606
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0.8066640496253967
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0.8051630258560181
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0.7991618514060974
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0.7971644401550293
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