Search Results

• Jump-Diffusion Model for the Global Spread of an Amphibian Disease

  Edward J. Allen

  2004-01-01

  30646 2498 Pages:173-188

• A Computational Scheme for Options Under Jump Diffusion Processes

  K. Zhang & S. Wang

  2009-06-01

  31697 3624 Pages:110-123

• Numerical Approximation of Option Pricing Model Under Jump Diffusion Using the Laplace Transformation Method

  H. Lee & D. Sheen

  2011-08-01

  31358 2672 Pages:566-583

• Convergence and Stability of Implicit Methods for Jump-Diffusion Systems

  D. J. Higham & P. E. Kloeden

  2006-03-01

  29521 2587 Pages:125-140

• Adaptive Mesh Refinement for Elliptic Interface Problems Using the Non-Conforming Immersed Finite Element Method

  C.-T. Wu, Z. Li, M.-C. Lai

  2011-08-01

  33105 2602 Pages:466-483

• Jumps Without Tears: A New Splitting Technology for Barrier Options

  A. Itkin & P. Carr

  2011-08-01

  31324 2626 Pages:667-704

• High Order Method for Variable Coefficient Integro-Differential Equations and Inequalities Arising in Option Pricing

  Pradeep Kumar Sahu, Kuldip Singh Patel

  2023-05-22

  28243 2400 Pages:538-556