Operator splitting schemes for the two-asset Merton jump-diffusion model (Q2223797)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Operator splitting schemes for the two-asset Merton jump-diffusion model |
scientific article |
Statements
Operator splitting schemes for the two-asset Merton jump-diffusion model (English)
0 references
3 February 2021
0 references
partial integro-differential equations
0 references
operator splitting schemes
0 references
two-asset Merton jump-diffusion model
0 references
0 references
0 references
0 references
0 references
0 references
