Asset pricing for an affine jump‐diffusion model using an FD method of lines on nonuniform meshes
Work
Year: 2018
Type: article
Authors Fazlollah Soleymani, Ali Akgül
Cites: 38
Cited by: 8
Related to: 10
FWCI: 1.371
Citation percentile (by year/subfield): 82.78
Subfield: Finance
Domain: Social Sciences
Open Access status: closed