SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Pricing options under jump diffusion processes with fitted finite volume method · Study

ArticleShelves

ArticlePricing options under jump diffusion processes with fitted finite volume method

Kai Zhang2008

Article2008

Pricing options under jump diffusion processes with fitted finite volume method

Kai Zhang · Song Wang

30 citations·0/0 files stored·Applied Mathematics and Computation

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Differential Equations and Boundary Problems Differential Equations and Numerical Methods

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 30 citations exist upstream.

References

1973The Pricing of Options and Corporate Liabilities 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options 1976Option pricing when underlying stock returns are discontinuous 2016“Options, Futures, and Other Derivatives”2003Options, Futures and Other Derivatives 1987The Pricing of Options on Assets with Stochastic Volatilities 2003Financial Modelling with Jump Processes 1987The Pricing of Options on Assets with Stochastic Volatilities

Cited by

2009A computational scheme for uncertain volatility model in option pricing

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2009A computational scheme for uncertain volatility model in option pricingarticle · 11 shared references 2004ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applicationsarticle · 10 shared references 2004Option Pricing: Valuation Models and Applicationsarticle · 9 shared references 2007Numerical solution of two asset jump diffusion models for option valuationarticle · 9 shared references 2015Second Order Accurate IMEX Methods for Option Pricing Under Merton and Kou Jump-Diffusion Modelsarticle · 9 shared references 2007Efficient solution of a partial integro-differential equation in financearticle · 8 shared references

Details

Year2008

Typearticle

Published2008-02-02

VenueApplied Mathematics and Computation

ISSN-L0096-3003

Languageen

Citations30

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/j.amc.2007.12.043

openalex_workW2136287637

Links

Imported from OpenAlex (CC0) — nothing here is generated.