scholarly journals Efficient Hedging in Bates Model Using High-Order Compact Finite Differences

Author(s):  
Bertram Düring ◽  
Alexander Pitkin
2014 ◽  
Vol 8 (3) ◽  
pp. 98 ◽  
Author(s):  
Simone Rivolo ◽  
Kaleab N. Asrress ◽  
Amedeo Chiribiri ◽  
Eva Sammut ◽  
Roman Wesolowski ◽  
...  

2008 ◽  
Vol 172 (2) ◽  
pp. 631-650 ◽  
Author(s):  
Otilio Rojas ◽  
Steven Day ◽  
Jose Castillo ◽  
Luis A. Dalguer

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