Finite Element Solution of the Two-Dimensional Bates Model for Option Pricing Under Stochastic Volatility and Jumps

Springer proceedings in mathematics & statistics 2026 Open access

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Authors: Neda Bagheri Renani, Daniel Ševčovič
DOI: 10.1007/978-3-032-17071-2_27
Cited by: 0

Fields of Study & Subjects

Stochastic processes and financial applications Advanced Numerical Methods in Computational Mathematics Differential Equations and Numerical Methods

Publication details

Journal / source
Springer proceedings in mathematics & statistics
Pages
325–336
Publication date
1 January 2026
Language
EN