Application of the improved fast Gauss transform to option pricing under jump-diffusion processes

• Sakuma, Takayuki

• YAMADA, Yuji

Journal

• The journal of computational finance

  The journal of computational finance 18 (2), 31-55, 2014-12

  Incisive Media

Details

• CRID: 1050001202626300288
• NII Article ID: 120007129163
• NII Book ID: AA11248488
• HANDLE: 2241/00146111
• ISSN: 14601559
• Web Site: https://tsukuba.repo.nii.ac.jp/records/41165
• Text Lang: en
• Article Type: journal article
• Data Source:
  • IRDB
  • CiNii Articles