Efficient Hedging in Bates Model Using High-Order Compact Finite Differences
1998 ◽
Vol 13
(6)
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2006 ◽
Vol 22
(4)
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pp. 815-830
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Keyword(s):
1995 ◽
Vol 118
(2)
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pp. 242-260
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2018 ◽
Vol 35
(1)
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pp. 237-252
Keyword(s):
2008 ◽
Vol 172
(2)
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pp. 631-650
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