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"Efficient pricing of options in jump-diffusion models: Novel ..."

Vikas Maurya et al. (2024)

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DOI: 10.1016/J.MATCOM.2023.10.025

access: closed

type: Journal Article

metadata version: 2024-01-13

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Vikas Maurya, Ankit Singh, Vivek S. Yadav, Manoj K. Rajpoot:
Efficient pricing of options in jump-diffusion models: Novel implicit-explicit methods for numerical valuation. Math. Comput. Simul. 217: 202-225 (2024)

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