A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process |
scientific article; zbMATH DE number 6497581
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process |
scientific article; zbMATH DE number 6497581 |
Statements
A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (English)
0 references
23 October 2015
0 references
option pricing
0 references
jump-diffusion process
0 references
nonstandard scheme
0 references
transaction costs
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
