A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194)
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English | A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process |
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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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