Open Journal of Statistics

Vol.8 No.2(2018), Paper ID 83976, 11 pages

DOI:10.4236/ojs.2018.82022

 

An Implicit-Explicit Computational Method Based on Time Semi-Discretization for Pricing Financial Derivatives with Jumps

 

Yang Wang

 

School of Economic, Jinan University, Guangzhou, China

 

Copyright © 2018 Yang Wang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Wang, Y. (2018) An Implicit-Explicit Computational Method Based on Time Semi-Discretization for Pricing Financial Derivatives with Jumps. Open Journal of Statistics, 8, 334-344. doi: 10.4236/ojs.2018.82022.
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