On the Numerical Evaluation of Option Prices in Jump Diffusion Processes
Year of publication: |
2007
|
---|---|
Authors: | Carr, Peter ; Mayo, Anita |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 13.2007, 4, p. 353-372
|
Publisher: |
Taylor & Francis Journals |
Subject: | Jump diffusion process | option pricing | differential equations |
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