The compound option approach to American options on jump-diffusions (Q953702)
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scientific article; zbMATH DE number 5362832
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The compound option approach to American options on jump-diffusions |
scientific article; zbMATH DE number 5362832 |
Statements
The compound option approach to American options on jump-diffusions (English)
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6 November 2008
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compound options
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American options
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extendible options
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discrete dividends
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jump-diffusions
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0.8631599545478821
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0.8058552742004395
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0.7987269759178162
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0.7978206276893616
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