An approximation of American option prices in a jump-diffusion model

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Publication:1915843

DOI10.1016/0304-4149(95)00085-2zbMath0848.90005OpenAlexW2073071741MaRDI QIDQ1915843

Sabrina Mulinacci

Publication date: 5 August 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00085-2




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