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. Reports of the Department of Matlhematical Information Technology Series B Scientific Computing, 18/2008. https://doi.org/10.21314/jcf.2010.222


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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

Publication open access: Not open

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Ministry reporting: Yes

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Last updated on 2021-09-06 at 08:03