A Second-order Finite Difference Method for Option Pricing Under Jump-diffusion Models (Q3116423)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Second-order Finite Difference Method for Option Pricing Under Jump-diffusion Models |
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A Second-order Finite Difference Method for Option Pricing Under Jump-diffusion Models (English)
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22 February 2012
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option pricing
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finite difference method
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partial integro-differential equation
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Lévy process
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jump-diffusion model
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