Search Results

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

  Edward J. Allen

  2004-01-01

  30713 2513 Pages:173-188

• A Computational Scheme for Options Under Jump Diffusion Processes

  K. Zhang & S. Wang

  2009-06-01

  31764 3673 Pages:110-123

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

  H. Lee & D. Sheen

  2011-08-01

  31437 2697 Pages:566-583

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

  D. J. Higham & P. E. Kloeden

  2006-03-01

  29611 2621 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

  33179 2622 Pages:466-483

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

  A. Itkin & P. Carr

  2011-08-01

  31393 2649 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

  28337 2424 Pages:538-556