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

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Date: 2012-08-22 00:37:09		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 Source URL: www.cis.umac.mo Download Document from Source Website File Size: 234,65 KB Share Document on Facebook