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Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis Author info | Abstract | Publisher info | Download info | Related research | Statistics Brennan, Michael J.
Schwartz, Eduardo S.
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Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis .
Volume (Year): 13 (1978)
Issue (Month): 03 (September)
Pages: 461-474
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Handle: RePEc:cup:jfinqa:v:13:y:1978:i:03:p:461-474_00Contact details of provider: Postal: The Edinburgh Building, Shaftesbury Road, Cambridge CB2 2RU UK Fax: +44 (0)1223 325150 Email: Web page: http://journals.cambridge.org/jid_JFQ
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