Finite Volume Method for Pricing European and American Options under Jump-Diffusion Models

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Publication:5372098

DOI10.4208/eajam.260316.061016azbMath1375.91241OpenAlexW2611871352MaRDI QIDQ5372098

Jun-Feng Yin, Xiao-Ting Gan, Yunxiang Guo

Publication date: 24 October 2017

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/eajam.260316.061016a




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