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Publication:2860172
zbMath1289.91191MaRDI QIDQ2860172
Yimin Shi, Yan Dong, Yudong Sun
Publication date: 19 November 2013
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
option pricingfinite volume element methodBlack-Scholes partial differential equationfractional jump-diffusion process
Numerical methods (including Monte Carlo methods) (91G60) Diffusion processes (60J60) Derivative securities (option pricing, hedging, etc.) (91G20) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08)
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