Stability of numerical methods under the regime-switching jump-diffusion model with variable coefficients (Q4972114)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stability of numerical methods under the regime-switching jump-diffusion model with variable coefficients |
scientific article; zbMATH DE number 7135570
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stability of numerical methods under the regime-switching jump-diffusion model with variable coefficients |
scientific article; zbMATH DE number 7135570 |
Statements
Stability of numerical methods under the regime-switching jump-diffusion model with variable coefficients (English)
0 references
22 November 2019
0 references
regime-switching jump-diffusion models
0 references
option pricing
0 references
finite difference methods
0 references
variable coefficients
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8844045996665955
0 references
0.8345150947570801
0 references
0.8304592370986938
0 references
0.8266106843948364
0 references
