Positive finite difference schemes for a partial integro-differential option pricing model (Q298605)
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scientific article; zbMATH DE number 6595757
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Positive finite difference schemes for a partial integro-differential option pricing model |
scientific article; zbMATH DE number 6595757 |
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Positive finite difference schemes for a partial integro-differential option pricing model (English)
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21 June 2016
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partial integro-differential equation
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Bates model
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numerical analysis
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stability and positivity
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0.92365855
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0.9073918
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0.9055623
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0.89843965
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0.89610267
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0.8959287
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