An efficient numerical method for pricing option under jump diffusion model
type: Item
instance of: scholarly article
title: An efficient numerical method for pricing option under jump diffusion model
zbMATH Open document ID: 1342.91042
author: M. K. Kadalbajoo
author: Alpesh Kumar
author: Lok Pati Tripathi
published in: International Journal of Advances in Engineering Sciences and Applied Mathematics
publication date: 2016-08-03T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 65M06
Mathematics Subject Classification ID: 45K05
Mathematics Subject Classification ID: 65M12
zbMATH DE Number: 6608621
zbMATH Keywords: radial basis function
zbMATH Keywords: finite difference
zbMATH Keywords: option pricing
zbMATH Keywords: jump-diffusion models
zbMATH Keywords: partial integro-differential equation
MaRDI profile type: Publication
full work available at URL: s12572-015-0136-z
OpenAlex ID: W1940115485
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DOI: 10.1007/S12572-015-0136-Z
description: scientific article; zbMATH DE number 6608621