An iterative method for pricing American options under jump-diffusion models (Q534258): Difference between revisions

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Latest revision as of 01:10, 4 July 2024

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An iterative method for pricing American options under jump-diffusion models
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    An iterative method for pricing American options under jump-diffusion models (English)
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    17 May 2011
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    American option
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    jump-diffusion model
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    finite difference method
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    linear complementarity problem
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    iterative method
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    Identifiers

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