American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach (Q3395729)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5603431
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach |
scientific article; zbMATH DE number 5603431 |
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
0 references
0 references
0 references
0.8649514317512512
0 references
0.847516655921936
0 references
0.8379784226417542
0 references
0.8379784226417542
0 references
