Comparison of numerical methods on pricing equations with non-Levy jumps
Crossref DOI link: https://doi.org/10.1007/s12190-015-0931-5
Published Online: 2015-09-12
Published Print: 2016-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ha, Taeyoung
Kim, Myoungnyoun
Lee, Kiseop
Text and Data Mining valid from 2015-09-12