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Numerical methods for solving PIDEs arising in swing option pricing under a two-factor mean-reverting model with jumps

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Regragui, Mustapha, Hout, Karel J. in 't, Vanmaele, Michèle, Benth, Fred Espen
Formato:	Preprint
Publicado:	2025
Materias:	Numerical Analysis Computational Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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