Pages that link to "Item:Q5003927"

The following pages link to An extremely efficient numerical method for pricing options in the Black–Scholes model with jumps (Q5003927):

Displaying 3 items.

• THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES (Q3637887) (← links)
• An ETD method for multi‐asset American option pricing under jump‐diffusion model (Q6143557) (← links)
• Continuity correction: on the pricing of discrete double barrier options (Q6154209) (← links)