Using Pseudo-Parabolic and Fractional Equations for Option Pricing in Jump Diffusion Models
نویسندگان
چکیده
منابع مشابه
Option Pricing on Commodity Prices Using Jump Diffusion Models
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ژورنال
عنوان ژورنال: Computational Economics
سال: 2011
ISSN: 0927-7099,1572-9974
DOI: 10.1007/s10614-011-9269-8