Fast exponential time integration scheme for option pricing with jumps Spike T. Lee, Xin Liu, and Hai-Wei Sun∗,† Department of Mathematics, University of Macau, Macao, China SUMMARY

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Date: 2012-08-22 00:37:09		Fast exponential time integration scheme for option pricing with jumps Spike T. Lee, Xin Liu, and Hai-Wei Sun∗,† Department of Mathematics, University of Macau, Macao, China SUMMARY Add to Reading List Source URL: www.cis.umac.mo Download Document from Source Website File Size: 253,22 KB Share Document on Facebook