[6]
Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis[J] . Michael J. Brennan,Eduardo S. Schwartz.Journal of Financial and Quantitative Analysis . 1978 (3)
[6]
Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis[J] . Michael J. Brennan,Eduardo S. Schwartz.Journal of Financial and Quantitative Analysis . 1978 (3)