"A time multidomain spectral method for valuing affine stochastic ..."

Claude Rodrigue Bambe Moutsinga, Edson Pindza, Eben Maré (2020)

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DOI: 10.1016/J.CNSNS.2019.105159

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type: Journal Article

metadata version: 2020-10-26

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Claude Rodrigue Bambe Moutsinga, Edson Pindza, Eben Maré:
A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models. Commun. Nonlinear Sci. Numer. Simul. 84: 105159 (2020)

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