A numerical method for option pricing under jump-diffusion process (Q2858516)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A numerical method for option pricing under jump-diffusion process |
scientific article; zbMATH DE number 6229697
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical method for option pricing under jump-diffusion process |
scientific article; zbMATH DE number 6229697 |
Statements
19 November 2013
0 references
option
0 references
jump-diffusion process
0 references
numerical method
0 references
Padé approximation
0 references
smoothing Crank-Nicolson scheme
0 references
A numerical method for option pricing under jump-diffusion process (English)
0 references
