Double Discretization Difference Schemes for Partial Integrodifferential Option Pricing Jump Diffusion Models
Casabán, M.-C., Company, R., Jódar, L., Romero, J.-V.Volume:
2012
Year:
2012
Language:
english
Journal:
Abstract and Applied Analysis
DOI:
10.1155/2012/120358
File:
PDF, 274 KB
english, 2012