High-Order Methods for Exotic Options and Greeks Under Regime-Switching Jump-Diffusion Models.
Autor: | Jingtang Ma1 mjt@swufe.edu.cn, Han Wang1 117020291003@smail.swufe.edu.cn, Zhiqiang Zhou2 zqzhouhu@yahoo.com, Zhijun Tan3 tzhij@mail.sysu.edu.cn |
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Zdroj: | Numerical Mathematics: Theory, Methods & Applications. May2020, Vol. 13 Issue 2, p497-515. 19p. |
Databáze: | Academic Search Ultimate |
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