"Construction of positivity preserving numerical method for jump-diffusion ..."

Jianguo Tan et al. (2017)

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DOI: 10.1016/J.CAM.2017.02.006

access: closed

type: Journal Article

metadata version: 2021-10-14

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Jianguo Tan, Hua Yang, Weiwei Men, Yongfeng Guo:
Construction of positivity preserving numerical method for jump-diffusion option pricing models. J. Comput. Appl. Math. 320: 96-100 (2017)

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