For Better Performance Please Use Chrome or Firefox Web Browser

A combined compact difference scheme for option pricing in the exponential jump-diffusion models

Joint with R. Akbari (PhD student) and M.T. Jahandideh (PhD)

Advances in Difference Equations, 2019, 2019(1), 495

Journal Papers
Month/Season: 
December
Year: 
2019

تحت نظارت وف بومی