Second Order Accurate IMEX Methods for Option Pricing Under Merton and Kou Jump-Diffusion Models
Crossref DOI link: https://doi.org/10.1007/s10915-015-0001-z
Published Online: 2015-03-04
Published Print: 2015-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kadalbajoo, Mohan K.
Tripathi, Lok Pati
Kumar, Alpesh
Text and Data Mining valid from 2015-03-04