Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"Option pricing in jump diffusion models with quadratic spline collocation."

Christina C. Christara, Nat Chun-Ho Leung (2016)

> Home

Details and statistics

DOI: 10.1016/J.AMC.2015.12.045

access: closed

type: Journal Article

metadata version: 2020-02-21

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/amc/ChristaraL16
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/amc/ChristaraL16
Christina C. Christara, Nat Chun-Ho Leung:
Option pricing in jump diffusion models with quadratic spline collocation. Appl. Math. Comput. 279: 28-42 (2016)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.