Implicit-explicit high-order methods for pricing options under Merton's jump-diffusion models (Q6942441)
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scientific article; zbMATH DE number 8080613
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| English | Implicit-explicit high-order methods for pricing options under Merton's jump-diffusion models |
scientific article; zbMATH DE number 8080613 |
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Implicit-explicit high-order methods for pricing options under Merton's jump-diffusion models (English)
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18 August 2025
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implicit-explicit
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high-order method
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backward differentiation formula (BDF)
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option pricing
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jump-diffusion model
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stability analysis
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