Analytical Valuation of American Options on Jump‐Diffusion Processes (Q2707165)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical Valuation of American Options on Jump‐Diffusion Processes |
scientific article |
Statements
Analytical Valuation of American Options on Jump‐Diffusion Processes (English)
0 references
29 March 2001
0 references
jump-diffusion model
0 references
early exercise premium
0 references
