A penalty method for American options with jump diffusion processes (Q1889909)

From MaRDI portal
Revision as of 05:06, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
A penalty method for American options with jump diffusion processes
scientific article

    Statements

    title
    A penalty method for American options with jump diffusion processes (English)
    0 references
    author
    Y. d'Halluin
    0 references
    Peter A. I. Forsyth
    0 references
    George Labahn
    0 references
    publication date
    13 December 2004
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B28
    0 references
    65M06
    0 references
    45K05
    0 references
    zbMATH DE Number
    2121831
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1889909&oldid=26568983"
    Powered by MediaWiki