We consider option pricing problems in the stochastic volatility jump diffusion model with correlated ... The option value function solves a partial integro-differential equation (PIDE). We discretize ...

y = x + 3\) is a linear equation and \(y = x^2 + 3x\) is a quadratic equation. If the product of two numbers is zero, then one or both numbers must also be equal to zero. To solve, put each ...