European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme (Q2180342)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme |
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European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme (English)
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13 May 2020
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jump-diffusion model
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nonlocal integral
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method of lines
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Mathematica
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Gaussian function
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