Option pricing in jump diffusion models with quadratic spline collocation
Christara, Christina C., Leung, Nat Chun-HoТом:
279
Мова:
english
Журнал:
Applied Mathematics and Computation
DOI:
10.1016/j.amc.2015.12.045
Date:
April, 2016
Файл:
PDF, 357 KB
english, 2016