Pricing Derivatives Under Lévy Models Modern Finite-Difference and Pseudo-Differential Operators Approach /
This monograph presents a novel numerical approach to solving partial integro-differential equations arising in asset pricing models with jumps, which greatly exceeds the efficiency of existing approaches. The method, based on pseudo-differential operators and several original contributions to the t...
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| Format: | Electronic eBook |
| Language: | English |
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New York, NY :
Springer New York : Imprint: Birkhäuser,
2017.
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| Series: | Pseudo-Differential Operators, Theory and Applications,
12 |
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| Online Access: | Full Text via HEAL-Link |
