Option pricing in jump diffusion models with quadratic spline collocation

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Publication:671091

DOI10.1016/j.amc.2015.12.045zbMath1410.91440OpenAlexW2294370856MaRDI QIDQ671091

Christina C. Christara, Nat Chun-Ho Leung

Publication date: 20 March 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2015.12.045




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