Localization error; Computational domain; Option pricing; Merton model

Localization error; Computational domain; Option pricing; Merton model

Safdari-Vaighani A. (2019) "Truncation of computational domains as an error control strategy for approximating option pricing involving PIDEs " Dolomites Research Notes on Approximation, 12(1), 68-72. DOI: 10.14658/PUPJ-DRNA-2019-1-7