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

From MaRDI portal
Revision as of 15:35, 7 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
A penalty method for American options with jump diffusion processes
scientific article

    Statements

    A penalty method for American options with jump diffusion processes (English)
    0 references
    0 references
    0 references
    0 references
    13 December 2004
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers