The numerical valuation of options with underlying jumps.
Meyer, G.H.
Acta Mathematica Universitatis Comenianae. New Series, Tome 67 (1998), p. 69-82 / Harvested from The Electronic Library of Mathematics
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Publié le : 1998-01-01
EUDML-ID : urn:eudml:doc:120256 
@article{01332331,
     title = {The numerical valuation of options with underlying jumps.},
     journal = {Acta Mathematica Universitatis Comenianae. New Series},
     volume = {67},
     year = {1998},
     pages = {69-82},
     zbl = {0936.91019},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01332331}
}

Meyer, G.H. The numerical valuation of options with underlying jumps.. Acta Mathematica Universitatis Comenianae. New Series, Tome 67 (1998) pp. 69-82. http://gdmltest.u-ga.fr/item/01332331/