MathSciNet bibliographic data

MR2182141 (2006i:60088) 60H30 (60G51 65M06 91B28) Cont, Rama; Voltchkova, Ekaterina A finite difference scheme for option pricing in jump diffusion and exponential Lévy models. SIAM J. Numer. Anal. 43 (2005), no. 4, 1596–1626 (electronic).

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