An Efficient Numerical Scheme for the Solution of a Stochastic Volatility Model Including Contemporaneous Jumps in Finance (Q5057699)
From MaRDI portal
scientific article; zbMATH DE number 7633873
Language | Label | Description | Also known as |
---|---|---|---|
English | An Efficient Numerical Scheme for the Solution of a Stochastic Volatility Model Including Contemporaneous Jumps in Finance |
scientific article; zbMATH DE number 7633873 |
Statements
An Efficient Numerical Scheme for the Solution of a Stochastic Volatility Model Including Contemporaneous Jumps in Finance (English)
0 references
19 December 2022
0 references
RBF-FD method
0 references
stochastic volatility
0 references
convex combination
0 references
discretization of integral
0 references
weighting coefficients
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references