Old Web
English
Sign In
Acemap
>
Paper
>
Application of the improved fast Gauss transform to option pricing under jump-diffusion processes
Application of the improved fast Gauss transform to option pricing under jump-diffusion processes
2014
Takayuki Sakuma
Yuji Yamada
yuuzi yamada
Keywords:
Applied mathematics
Jump diffusion
Mathematics
Valuation of options
gauss transform
Correction
Source
Cite
Save
Machine Reading By IdeaReader
0
References
2
Citations
NaN
KQI
[]