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 - Spike Lee - Document - PDFSEARCH.IO

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	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 Document Date: 2012-08-22 00:37:09 Open Document File Size: 253,22 KB Share Result on Facebook

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 SUMMARYAdd to Reading List