Numerical valuation for option pricing under jump-diffusion models by finite differences YongHoon Kwon Younhee Lee - Nicolson - Document - PDFSEARCH.IO

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	Numerical valuation for option pricing under jump-diffusion models by finite differences YongHoon Kwon Younhee Lee Add to Reading List Document Date: 2010-06-20 11:37:46 Open Document File Size: 260,62 KB Share Result on Facebook Facility Mathematics Pohang University of Science / / IndustryTerm viscosity solution / / Organization Pohang University of Science and Technology / YongHoon Kwon Younhee Lee Department / / Person Kwon Younhee Lee / / SocialTag Crank–Nicolson method Mathematical finance Symbol

Numerical valuation for option pricing under jump-diffusion models by finite differences YongHoon Kwon Younhee LeeAdd to Reading List