The representation of American options prices under stochastic volatility and jump-diffusion dynamics (Q5746758)
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scientific article; zbMATH DE number 6256472
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| English | The representation of American options prices under stochastic volatility and jump-diffusion dynamics |
scientific article; zbMATH DE number 6256472 |
Statements
The representation of American options prices under stochastic volatility and jump-diffusion dynamics (English)
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8 February 2014
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American options
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jump-diffusion processes
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stochastic volatility
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free boundary problems
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0.8873680830001831
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0.8502258062362671
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0.8356162905693054
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0.8338430523872375
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