A power penalty approach to American option pricing with jump diffusion processes (Q1008786): Difference between revisions
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| Property / author: Xiao Qi Yang / rank | |||
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| Property / author: Kok Lay Teo / rank | |||
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| Property / author: Xiao Qi Yang / rank | |||
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| Property / author: Kok Lay Teo / rank | |||
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| Property / full work available at URL: https://doi.org/10.3934/jimo.2008.4.783 / rank | |||
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Latest revision as of 18:43, 21 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A power penalty approach to American option pricing with jump diffusion processes |
scientific article |
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A power penalty approach to American option pricing with jump diffusion processes (English)
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30 March 2009
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American option pricing
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penalty method
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finite element method
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