Robust numerical methods for contingent claims under jump...

IMA Journal of Numerical Analysis 2005 / 01 Vol. 25; Iss. 1

Robust numerical methods for contingent claims under jump diffusion processes

d'Halluin, Y.
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Volume:
25
Language:
english
Journal:
IMA Journal of Numerical Analysis
DOI:
10.1093/imanum/drh011
Date:
January, 2005
File:
PDF, 202 KB
english, 2005
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