The compound option approach to American options on jump-diffusions (Q953702): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:44, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The compound option approach to American options on jump-diffusions |
scientific article |
Statements
The compound option approach to American options on jump-diffusions (English)
0 references
6 November 2008
0 references
compound options
0 references
American options
0 references
extendible options
0 references
discrete dividends
0 references
jump-diffusions
0 references
