Stability of an implicit method to evaluate option prices under local volatility with jumps

✍ Scribed by Lee, Jaewook; Lee, Younhee

• Book ID: 126844595
• Publisher: Elsevier Science
• Year: 2015
• Tongue: English
• Weight: 347 KB
• Volume: 87
• Category: Article
• ISSN: 0168-9274
• DOI: 10.1016/j.apnum.2014.06.012