{"title":"Compact Finite Difference Method for Pricing European and American Options Under Jump-Diffusion Models","authors":"K. Patel, M. Mehra","doi":"10.1007/978-981-16-4772-7_7","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":197400,"journal":{"name":"arXiv: Computational Finance","volume":"77 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2018-04-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv: Computational Finance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/978-981-16-4772-7_7","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
