D4 Published development or research report or study
A High-order Front-tracking Finite Difference Method for Pricing American Options under Jump-Diffusion Models (2008)
Toivanen, J. (2008). A High-order Front-tracking Finite Difference Method for Pricing American Options under Jump-Diffusion Models. : University of Jyväskylä. doi:10.21314/jcf.2010.222
JYU authors or editors
Publication details
All authors or editors: Toivanen, Jari
ISBN: 978-951-39-3348-7
Journal or series: Reports of the Department of Matlhematical Information Technology Series B Scientific Computing
ISSN: 1456-436X
Publication year: 2008
Number in series: 18/2008
Number of pages in the book: 17
Publisher: University of Jyväskylä
Place of Publication: Jyväskylä
Publication country: Finland
Publication language: English
DOI: https://doi.org/10.21314/jcf.2010.222
Open Access: Publication channel is not openly available
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Ministry reporting: Yes
Preliminary JUFO rating: Not rated