✦ LIBER ✦

Contour integral method for European options with jumps

✍ Scribed by Edgard Ngounda; Kailash C. Patidar; Edson Pindza

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

MSM Estimators of European Options on As

✍ João Amaro de Matos 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 119 KB

The contour integral method for loaded c

✍ Pereira, J. P. ;Duarte, C. A. 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 163 KB

The integral option in a model with jump

✍ Pavel V. Gapeev 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 677 KB

Integrated tactile imager with an intrin

✍ R.F. Wolffenbuttel; P.P.L. Regtien 📂 Article 📅 1989 🏛 Elsevier Science ⚖ 790 KB

A penalty method for American options wi

✍ Y. d’Halluin; P.A. Forsyth; G. Labahn 📂 Article 📅 2004 🏛 Springer-Verlag 🌐 English ⚖ 317 KB

Solving acoustic nonlinear eigenvalue pr

✍ Leblanc, Alexandre; Lavie, Antoine 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 306 KB