A combined compact difference scheme for option pricing in the exponential jump-diffusion models (Q2142005)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A combined compact difference scheme for option pricing in the exponential jump-diffusion models |
scientific article |
Statements
A combined compact difference scheme for option pricing in the exponential jump-diffusion models (English)
0 references
25 May 2022
0 references
Black-Scholes equation
0 references
combined compact difference
0 references
jump-diffusion model
0 references
option pricing
0 references
0 references
0 references
0 references
0 references
0 references
0 references
