Work

Numerical method for option pricing under jump-diffusion process

Year: 2012

Type: article

Source: Huadong Shifan Daxue xuebao. Ziran kexue ban

Authors: Wei Li, Shengwu Zhou

Institution: China University of Mining and Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2394086409

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