On the Amin Method and Its Applications in the Real Options with Interventions under Jump-Diffusion Processes

2007 ◽  
Author(s):  
Jiang Xianfeng
Keyword(s):  
Real Options ◽  
Diffusion Processes ◽  
Jump Diffusion ◽  
The Real ◽  
Jump Diffusion Processes

Implicit–explicit numerical schemes for jump–diffusion processes

CALCOLO ◽  
2007 ◽  
Vol 44 (1) ◽  
pp. 33-57 ◽  
Author(s):  
Maya Briani ◽  
Roberto Natalini ◽  
Giovanni Russo
Keyword(s):  
Diffusion Processes ◽  
Jump Diffusion ◽  
Numerical Schemes ◽  
Jump Diffusion Processes
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