Numerical Analysis of American Option Pricing in a Jump-Diffusion Model (Q4361790): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1124855 |
Changed an Item |
||
| Property / author | |||
| Property / author: Xiao-Lan Zhang / rank | |||
Normal rank | |||
Revision as of 07:55, 22 February 2024
scientific article; zbMATH DE number 1080548
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Analysis of American Option Pricing in a Jump-Diffusion Model |
scientific article; zbMATH DE number 1080548 |
Statements
Numerical Analysis of American Option Pricing in a Jump-Diffusion Model (English)
0 references
4 March 1998
0 references
pricing formulae
0 references
American options
0 references
jump-diffusion model
0 references
variational inequalities
0 references
