Truncation of computational domains as an error control strategy for approximating option pricing involving PIDEs (Q6557283)
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scientific article; zbMATH DE number 7866996
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Truncation of computational domains as an error control strategy for approximating option pricing involving PIDEs |
scientific article; zbMATH DE number 7866996 |
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Truncation of computational domains as an error control strategy for approximating option pricing involving PIDEs (English)
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18 June 2024
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localization error
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computational domain
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option pricing
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Merton model
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