HIGH ORDER ADI SPLITTING SCHEME FOR STOCHASTIC VOLATILITY MODEL WITH JUMP

Chen Yingzi, Xiao Aiguo, Wang Wansheng

Mathematica Numerica Sinica ›› 2022, Vol. 44 ›› Issue (4) : 466-480.

PDF(1546 KB)
中国科学院数学与系统科学研究院期刊网
PDF(1546 KB)
Mathematica Numerica Sinica ›› 2022, Vol. 44 ›› Issue (4) : 466-480. DOI: 10.12286/jssx.j2021-0891

HIGH ORDER ADI SPLITTING SCHEME FOR STOCHASTIC VOLATILITY MODEL WITH JUMP

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Mathematica Numerica Sinica, 2022, 44(4): 466-480 https://doi.org/10.12286/jssx.j2021-0891

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(1546 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉