Pricing options under jump diffusion processes with fitted finite volume method
Year
: 2008DOI: 10.1016/j.amc.2007.12.043
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Pricing options under jump diffusion processes with fitted finite volume method
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| contributor author | Kai Zhang | |
| contributor author | Song Wang | |
| date accessioned | 2020-03-15T12:53:31Z | |
| date available | 2020-03-15T12:53:31Z | |
| date issued | 2008 | |
| identifier other | UjjAPrwNcqOPCezomehsAWfy6nDzyX5ReRbkJKuhKGfbCDb1HP.pdf | |
| identifier uri | http://libsearch.um.ac.ir:80/fum/handle/fum/1950271?locale-attribute=en | |
| format | general | |
| language | English | |
| title | Pricing options under jump diffusion processes with fitted finite volume method | |
| type | Journal Paper | |
| contenttype | Fulltext | |
| contenttype | Fulltext | |
| identifier padid | 13597858 | |
| identifier doi | 10.1016/j.amc.2007.12.043 | |
| coverage | Academic | |
| pages | 398-413 | |
| journal volume | 201 | |
| journal issue | 1-2 | |
| filesize | 261037 | |
| citations | 1 |