No label defined (Q3132190)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
29 January 2018
0 references
American option pricing
0 references
high-order compact scheme
0 references
finite difference scheme
0 references
Numerov discretization
0 references
Fourier transformation
0 references
convolution integral
0 references
Bates model
0 references
