"Fast numerical valuation of options with jump under Merton's model."

Wansheng Wang, Yingzi Chen (2017)

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DOI: 10.1016/J.CAM.2016.11.038

access: closed

type: Journal Article

metadata version: 2024-10-06

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Wansheng Wang, Yingzi Chen:
Fast numerical valuation of options with jump under Merton's model. J. Comput. Appl. Math. 318: 79-92 (2017)

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