Numerical methods for pricing options under jump-diffusion processes

dc.contributor.author	Salmi, Santtu
dc.date.accessioned	2013-12-04T12:47:17Z
dc.date.available	2013-12-04T12:47:17Z
dc.date.issued	2013
dc.identifier.isbn	978-951-39-5514-4
dc.identifier.other	oai:jykdok.linneanet.fi:1288547
dc.identifier.uri	https://jyx.jyu.fi/handle/123456789/42590
dc.format.extent	1 verkkoaineisto (50, [61] sivua)
dc.language.iso	eng
dc.publisher	University of Jyväskylä
dc.relation.ispartofseries	Jyväskylä studies in computing
dc.rights	In Copyright
dc.subject.other	option pricing
dc.subject.other	jump-diffusion
dc.subject.other	numerical methods
dc.subject.other	PIDE
dc.title	Numerical methods for pricing options under jump-diffusion processes
dc.type	Diss.
dc.identifier.urn	URN:ISBN:978-951-39-5514-4
dc.type.dcmitype	Text	en
dc.type.ontasot	Väitöskirja	fi
dc.type.ontasot	Doctoral dissertation	en
dc.contributor.tiedekunta	Informaatioteknologian tiedekunta	fi
dc.contributor.tiedekunta	Faculty of Information Technology	en
dc.contributor.yliopisto	University of Jyväskylä	en
dc.contributor.yliopisto	Jyväskylän yliopisto	fi
dc.contributor.oppiaine	Tietotekniikka	fi
dc.relation.issn	1456-5390
dc.relation.numberinseries	180
dc.rights.accesslevel	openAccess
dc.subject.yso	johdannaismarkkinat
dc.subject.yso	optiot
dc.subject.yso	hinnoittelu
dc.subject.yso	matemaattiset mallit
dc.subject.yso	stokastiset prosessit
dc.subject.yso	numeeriset menetelmät
dc.rights.url	https://rightsstatements.org/page/InC/1.0/

Except where otherwise noted, this item's license is described as In Copyright

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