No label defined (Q5038729)
From MaRDI portal
scientific article; zbMATH DE number 7598116
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7598116 |
Statements
7 October 2022
0 references
interest rate
0 references
spread option pricing
0 references
jump-diffusion models
0 references
numerical method
0 references
alternating direction Implicit
0 references
