Finite Volume Method for Pricing European and American Options under Jump-Diffusion Models

Finite Volume Method for Pricing European and American Options under Jump-Diffusion Models
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DOI:
10.4208/eajam.260316.061016a
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发表时间:
2017-05
影响因子:
1.2
通讯作者:
X. Gan;Junfeng Yin;Yun-Xiang Guo
X. Gan;Junfeng Yin;Yun-Xiang Guo
中科院分区:
数学2区
文献类型:
--
作者:
X. Gan;Junfeng Yin;Yun-Xiang Guo

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