No label defined (Q4218394)
From MaRDI portal
scientific article; zbMATH DE number 1222807
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1222807 |
Statements
11 November 1998
0 references
jump-diffusion models
0 references
pricing American options
0 references
Markov chain approximation method
0 references
