IMEX schemes for pricing options under jump-diffusion models (Q2250990)
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| Language | Label | Description | Also known as |
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| English | IMEX schemes for pricing options under jump-diffusion models |
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IMEX schemes for pricing options under jump-diffusion models (English)
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10 July 2014
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implicit-explicit methods
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linear multistep methods
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jump-diffusion model
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option pricing
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stability
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