Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions (Q1044217): Difference between revisions

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-.1007/s00186-008-0282-1
@@ Property / DOI: 10.1007/s00186-008-0282-1 / rank @@
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+On American Options Under the Variance Gamma Process
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+Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing
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+Positive periodic solutions of a class of single-species neutral models with state-dependent delay and feedback control
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+Normal rank
@@ Property / DOI @@
+.1007/S00186-008-0282-1
@@ Property / DOI: 10.1007/S00186-008-0282-1 / rank @@
+Normal rank