American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach (Q3395729)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach |
scientific article |
Statements
American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach (English)
0 references
13 September 2009
0 references
American options
0 references
jump-diffusion
0 references
Volterra integral equation
0 references
free boundary problem
0 references
Fourier transform
0 references
