Methods for the rapid solution of the pricing PIDEs in exponential and Merton models (Q952085)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Methods for the rapid solution of the pricing PIDEs in exponential and Merton models |
scientific article; zbMATH DE number 5362090
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Methods for the rapid solution of the pricing PIDEs in exponential and Merton models |
scientific article; zbMATH DE number 5362090 |
Statements
Methods for the rapid solution of the pricing PIDEs in exponential and Merton models (English)
0 references
6 November 2008
0 references
jump-diffusion process
0 references
option pricing
0 references
differential equations
0 references
0 references
0 references
0 references
0.8655306696891785
0 references
0.8378684520721436
0 references
0.8375571370124817
0 references
0.8358713984489441
0 references
0.8345664143562317
0 references
