| Status | 已發表Published |
| A High Order Compact Scheme for Option Pricing with Jumps | |
Sun, H. W. ; Lee, S.T.
| |
| 2008-10-01 | |
| Source Publication | Proceedings of the National Institute for Mathematical Sciences--The 4th EASIAM Conference
 |
| Pages | 119-126 |
| Publication Place | Daejeon |
| Publisher | NIMS |
| Language | 英語English |
| The Source to Article | PB_Publication |
| PUB ID | 4314 |
| Document Type | Conference paper |
| Collection | DEPARTMENT OF MATHEMATICS |
| Corresponding Author | Sun, H. W. |
| Recommended Citation GB/T 7714 | Sun, H. W.,Lee, S.T.. A High Order Compact Scheme for Option Pricing with Jumps[C], Daejeon:NIMS, 2008, 119-126. |
| APA | Sun, H. W.., & Lee, S.T. (2008). A High Order Compact Scheme for Option Pricing with Jumps. Proceedings of the National Institute for Mathematical Sciences--The 4th EASIAM Conference, 119-126. |
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