Analytical Valuation of American Options on Jump‐Diffusion Processes (Q2707165): Difference between revisions
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Latest revision as of 23:22, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical Valuation of American Options on Jump‐Diffusion Processes |
scientific article |
Statements
Analytical Valuation of American Options on Jump‐Diffusion Processes (English)
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29 March 2001
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jump-diffusion model
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early exercise premium
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