Option Pricing in Hilbert Space-Valued Jump-Diffusion Models Using Partial Integro-Differential Equations (Q3580034)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option Pricing in Hilbert Space-Valued Jump-Diffusion Models Using Partial Integro-Differential Equations |
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Option Pricing in Hilbert Space-Valued Jump-Diffusion Models Using Partial Integro-Differential Equations (English)
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11 August 2010
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Hilbert space-valued jump-diffusion models
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partial integro-differential equations
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European options
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numerical pricing
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dimension reduction method
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Galerkin time stepping method
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