An Efficient and Robust Numerical Method for Option Prices in a Two-asset Jump-diffusion Model
Year: 2020
Type: article
Authors: Chaeyoung Lee, Jian Wang, Hanbyeol Jang, Hyunsoo Han, Seongjin Lee, Won Jin Lee, Kisung Yang, Junseok Kim
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W3149738994