An efficient numerical method for pricing option under jump diffusion model

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Publication:531075

DOI10.1007/S12572-015-0136-ZzbMath1342.91042OpenAlexW1940115485MaRDI QIDQ531075

Lok Pati Tripathi, Alpesh Kumar, Mohan K. Kadalbajoo

Publication date: 3 August 2016

Published in: International Journal of Advances in Engineering Sciences and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12572-015-0136-z




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