High-order Compact Finite Difference Schemes for Option Pricing in Stochastic Volatility Jump-diffusion Models
| Author | : Alexander Pitkin |
| Publisher | : |
| Total Pages | : |
| Release | : 2020 |
| ISBN-13 | : OCLC:1197757934 |
| ISBN-10 | : |
| Rating | : 4/5 ( Downloads) |
Book Synopsis High-order Compact Finite Difference Schemes for Option Pricing in Stochastic Volatility Jump-diffusion Models by : Alexander Pitkin
Download or read book High-order Compact Finite Difference Schemes for Option Pricing in Stochastic Volatility Jump-diffusion Models written by Alexander Pitkin and published by . This book was released on 2020 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
