Fast exponential time integration scheme and extrapolation method for pricing option with jump diffusions

Description

University of Macau / Faculty of Science and Technology / Department of Mathematics

Links & Downloads

1. http://umaclib3.umac.mo/record=b2148264

Tags

University of Macau -- Dissertations

澳門大學 -- 論文

Options (Finance) -- Mathematical models

Pricing -- Mathematical models

Mathematics -- Department of Mathematics

Additional Fields

Identifer	oai:union.ndltd.org:MACAU/oai:libdigital.umac.mo:b2148264
Date	January 2010
Creators	Liu, Xin
Publisher	University of Macau
Source Sets	University of Macau
Language	English
Detected Language	English
Type	UM_THESES