Numerical study for European option pricing equations with non-Levy jumps (Q4987125)
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scientific article; zbMATH DE number 7341044
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Numerical study for European option pricing equations with non-Levy jumps |
scientific article; zbMATH DE number 7341044 |
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Numerical study for European option pricing equations with non-levy jumps (English)
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28 April 2021
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option pricing
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jump-diffusion processes
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partial integro-differential equations
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finite difference method
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0.8740925192832947
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0.8443461656570435
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0.8234536051750183
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0.820267915725708
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