A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models
| Autor: | Moutsinga, Claude Rodrigue Bambe a, Pindza, Edson a, b, ⁎, Maré, Eben a |
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| Zdroj: | In Communications in Nonlinear Science and Numerical Simulation May 2020 84 |
| Databáze: | ScienceDirect |
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