An extremely efficient numerical method for pricing options...

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An extremely efficient numerical method for pricing options in the Black–Scholes model with jumps

Ahmadian, Davood, Vincenzo Ballestra, Luca, Karimi, Nader
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Journal:
Mathematical Methods in the Applied Sciences
DOI:
10.1002/mma.6882
Date:
September, 2020
File:
PDF, 6.34 MB
2020
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