Using Pseudo-Parabolic and Fractional Equations for Option...

Computational Economics 2012 / 06 Vol. 40; Iss. 1

Using Pseudo-Parabolic and Fractional Equations for Option Pricing in Jump Diffusion Models

Andrey Itkin, Peter Carr
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Volume:
40
Language:
english
Pages:
42
DOI:
10.1007/s10614-011-9269-8
Date:
June, 2012
File:
PDF, 706 KB
english, 2012
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