"Contour integral method for European options with jumps."

Edgard Ngounda, Kailash C. Patidar, Edson Pindza (2013)

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DOI: 10.1016/J.CNSNS.2012.08.003

access: closed

type: Journal Article

metadata version: 2020-09-05

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Edgard Ngounda, Kailash C. Patidar, Edson Pindza:
Contour integral method for European options with jumps. Commun. Nonlinear Sci. Numer. Simul. 18(3): 478-492 (2013)

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