Valuation of American option in a double exponential jump-diffusion model with stochastic volatility (Q3404704)
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scientific article; zbMATH DE number 5670798
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| English | Valuation of American option in a double exponential jump-diffusion model with stochastic volatility |
scientific article; zbMATH DE number 5670798 |
Statements
12 February 2010
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double exponential jump-diffusion model
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American option
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stochastic volatility
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0.8016497492790222
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0.8016497492790222
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0.7905592918395996
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0.7897912859916687
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0.7889561057090759
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