American-style options in jump-diffusion models: estimation and evaluation (Q4554221)
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scientific article; zbMATH DE number 6976817
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American-style options in jump-diffusion models: estimation and evaluation |
scientific article; zbMATH DE number 6976817 |
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American-style options in jump-diffusion models: estimation and evaluation (English)
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13 November 2018
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American options
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jump-diffusion process
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dynamic programming
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finite elements
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calibration
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maximum likelihood
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