Mohammad Taghi Jahandideh

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Person:2142004



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A combined compact difference scheme for option pricing in the exponential jump-diffusion models
Advances in Difference Equations
2022-05-25Paper
Comments on ``Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems''
Journal of Computational and Applied Mathematics
2019-07-17Paper
Option pricing for infinite variance data
Statistics
2009-06-15Paper


Research outcomes over time


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