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A Second-order Finite Difference Method for Option Pricing Under Jump-diffusion Models

✍ Scribed by Kwon, YongHoon; Lee, Younhee

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Second-Order Tridiagonal Method for Am

✍ Kwon, YongHoon; Lee, Younhee 📂 Article 📅 2011 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 303 KB

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ADAPTIVE MESH MODELING AND BARRIER OPTIO

✍ Michael Albert; Jason Fink; Kristin E. Fink 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 293 KB