A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (Q1930421)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models |
scientific article; zbMATH DE number 6124528
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models |
scientific article; zbMATH DE number 6124528 |
Statements
A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (English)
0 references
11 January 2013
0 references
spectral element
0 references
spectral-Galerkin
0 references
unbounded domain
0 references
Laguerre functions
0 references
option pricing
0 references
Black-Scholes
0 references
Merton jump diffusion
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
