Stability of numerical methods under the regime-switching jump-diffusion model with variable coefficients (Q4972114)
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scientific article; zbMATH DE number 7135570
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| English | Stability of numerical methods under the regime-switching jump-diffusion model with variable coefficients |
scientific article; zbMATH DE number 7135570 |
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Stability of numerical methods under the regime-switching jump-diffusion model with variable coefficients (English)
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22 November 2019
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regime-switching jump-diffusion models
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option pricing
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finite difference methods
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variable coefficients
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0.8844045996665955
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0.8345150947570801
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0.8304592370986938
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0.8266106843948364
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