A Second-order Finite Difference Method for Option Pricing Under Jump-diffusion Models
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: SIAM Journal on Numerical Analysis
سال: 2011
ISSN: 0036-1429,1095-7170
DOI: 10.1137/090777529