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.
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