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JIN XIAO QING [1]
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2014 [1]
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Quadratic finite element and preconditioning methods for options pricing in the SVCJ model
Journal article
Zhang Y.-Y., Pang H.-K., Feng L., Jin X.-Q.. Quadratic finite element and preconditioning methods for options pricing in the SVCJ model[J]. Journal of Computational Finance, 2014, 17(3), 3-30.
Authors:
Zhang Y.-Y.
;
Pang H.-K.
;
Feng L.
;
Jin X.-Q.
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TC[WOS]:
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TC[Scopus]:
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Submit date：2019/02/11
Jump Diffusion-processes
Stochastic Volatility
American Options
Returns
Systems
Assets
