"A new high-order compact scheme for American options under jump-diffusion ..."

Radha Krishn Coonjobeharry, Désiré Yannick Tangman, Muddun Bhuruth (2013)

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DOI: 10.1504/IJBIDM.2013.059261

access: closed

type: Journal Article

metadata version: 2020-07-30

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Radha Krishn Coonjobeharry, Désiré Yannick Tangman, Muddun Bhuruth:
A new high-order compact scheme for American options under jump-diffusion processes. Int. J. Bus. Intell. Data Min. 8(4): 363-376 (2013)

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