Bobst Library, E-resource Acquisitions
20 Cooper Square 3rd Floor
New York, NY 10003-711
New York University (NYU)
Jump-diffusion, PIDE, splitting, matrix exponential, unconditionally stable schemes
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id2794898.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
jump-diffusion, partial integro-differential equation (PIDE), splitting, matrix exponential, unconditionally stable schemes
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.125 seconds