An efficient and accurate lattice for pricing derivatives under a jump-diffusion process

Chuan Ju Wang*, Tian-Shyr Dai, Yuh Dauh Lyuu, Yen Chun Liu

*此作品的通信作者

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1 引文 斯高帕斯（Scopus）

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Keyphrases

Economics, Econometrics and Finance

Computer Science

Mathematics