Finite Volume Method for Pricing European and American Options under Jump-Diffusion Models
Work
Year: 2017
Type: article
Authors Xiao-Ting Gan, Jun-Feng Yin, Yunxiang Guo
Institutions Chuxiong Normal University, Tongji University
Cites: 21
Cited by: 5
Related to: 10
FWCI: 1.23
Citation percentile (by year/subfield): 76.75
Subfield: Finance
Domain: Social Sciences
Open Access status: closed