Implicit–explicit numerical schemes for jump–diffusion processes
Work
Year: 2007
Type: article
Source: CALCOLO
Institutions Istituto per le Applicazioni del Calcolo Mauro Picone, Libera Università Internazionale degli Studi Sociali Guido Carli, University of Catania
Cites: 39
Cited by: 93
Related to: 10
FWCI: 7.435
Citation percentile (by year/subfield): 97.84
Subfield: Finance
Domain: Social Sciences
Open Access status: closed