ADI method of credit spread option pricing based on jump-diffusion model (Q3390750)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ADI method of credit spread option pricing based on jump-diffusion model |
scientific article |
Statements
25 March 2022
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interest rate
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option pricing
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jump-diffusion models
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alternating direction implicit
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convergence
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ADI method of credit spread option pricing based on jump-diffusion model (English)
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