Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions (Q1044217): Difference between revisions
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Latest revision as of 14:53, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions |
scientific article |
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Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions (English)
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11 December 2009
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pricing derivatives
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American options
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jump diffusions
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barrier options
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finite difference methods
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