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Q4913890 - MaRDI portal

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scientific article; zbMATH DE number 6154746
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scientific article; zbMATH DE number 6154746

    Statements

    author
    Andrey Itkin
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    Peter Carr
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    publication date
    17 April 2013
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    zbMATH Keywords
    barrier options
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    pricing
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    stochastic skew
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    jump-diffusion
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    finite-difference scheme
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    numerical method
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    Green function
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    general stable tempered process
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    Identifiers

    zbMATH DE Number
    6154746
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