A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process
Crossref DOI link: https://doi.org/10.1007/s40314-014-0156-5
Published Online: 2014-06-06
Published Print: 2015-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhou, Shengwu
Han, Lei
Li, Wei
Zhang, Yan
Han, Miao
Text and Data Mining valid from 2014-06-06