Numerical valuation of options with jumps in the underlying Publication details Journal: Applied Numerical Mathematics, vol. 53, p. 1–18, 2005 International Standard Numbers: Printed: 0168-9274 Electronic: 1873-5460 Link: DOI: doi.org/10.1016/j.apnum.2004.08.037 You are here: Home Publications Scientific article Numerical valuation of options with jumps in the underlying