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A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models
Work
Year: 2019
Type: article
Source: Communications in Nonlinear Science and Numerical Simulation
Authors Claude Rodrigue Bambe Moutsinga, Edson Pindza, Eben Maré
Institution University of Pretoria
Cites: 32
Cited by: 1
Related to: 10
FWCI: 0.261
Citation percentile (by year/subfield): 50.25
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed