Error analysis of asymptotic option prices in a jump-diffusion model.

Lamia Benothman Faouzi Trabelsi

Published in: Int. J. Math. Model. Numer. Optimisation (2014)

Keyphrases

error analysis
diffusion model
laplace transform
payoff functions
least squares
anisotropic diffusion
error correction
diffusion models
cross ratio
diffusion process
information diffusion
markov chain
diffusion tensor
social networks
steady state
medical images
worst case