Reference
Rama Cont, and Ekaterina Voltchkova, “A finite difference scheme for option pricing in jump diffusion and exponential Lévy models”, SIAM Journal On Numerical Analysis, vol. 43, n. 4, 2005, pp. 1596–1626.
Published in
SIAM Journal On Numerical Analysis, vol. 43, n. 4, 2005, pp. 1596–1626