High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models (Q1982765)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models |
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High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models (English)
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14 September 2021
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