A New Spectral Element Method for Pricing European Options...

A New Spectral Element Method for Pricing European Options Under the Black–Scholes and Merton Jump Diffusion Models

Feng Chen, Jie Shen, Haijun Yu
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Volume:
52
Language:
english
Pages:
20
DOI:
10.1007/s10915-011-9556-5
Date:
September, 2012
File:
PDF, 789 KB
english, 2012
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