A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194)
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scientific article; zbMATH DE number 6497581
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| English | A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process |
scientific article; zbMATH DE number 6497581 |
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A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (English)
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23 October 2015
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option pricing
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jump-diffusion process
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nonstandard scheme
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transaction costs
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0.8574531674385071
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0.8245686292648315
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0.819649875164032
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0.8121248483657837
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0.8090266585350037
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