A spectral element method for option pricing under regime-switching with jumps

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Publication:2189667

DOI10.1007/s10915-020-01252-7zbMath1442.65463OpenAlexW3034882149MaRDI QIDQ2189667

Jingtang Ma, Geraldine Tour, Nawdha Thakoor, Désiré Yannick Tangman

Publication date: 16 June 2020

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-020-01252-7




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