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Numerical valuation for oprion pricing under jump-diffusion models by finite differences
- Title
- Numerical valuation for oprion pricing under jump-diffusion models by finite differences
- Authors
- 권용훈; Younhee Lee
- Date Issued
- 2010-06-23
- Publisher
- BACHIER FINANCE SOCIETY
- Article Type
- Conference
- Citation
- 6th World Congress of BACHIER FINANCE SOCIETY, 2010-06-23
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Related Researcher
- 권용훈KWON, YONGHOON
- Dept of Mathematics