Contour integral method for European options with jumps
Authors:
- Edgard NgoundaENEdgard Ngounda
- Kailash C. PatidarKPKailash C. Patidar
- Edson PindzaEPEdson Pindza
- 1 March 2013
- journal article
- Published by Elsevier in Communications in Nonlinear Science and Numerical Simulation
- Vol. 18 (3) , 478-492
Abstract
No abstract availableKeywords
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