Fourth Order Compact Scheme with Local Mesh Refinement for Option Pricing in Jump-Diffusion Model ∗ Spike T. Lee† Hai-Wei Sun‡ - Jump diffusion - Document - PDFSEARCH.IO

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	Fourth Order Compact Scheme with Local Mesh Refinement for Option Pricing in Jump-Diffusion Model ∗ Spike T. Lee† Hai-Wei Sun‡ Add to Reading List Document Date: 2012-08-22 00:37:09 Open Document File Size: 234,65 KB Share Result on Facebook

Fourth Order Compact Scheme with Local Mesh Refinement for Option Pricing in Jump-Diffusion Model ∗ Spike T. Lee† Hai-Wei Sun‡Add to Reading List