Numerical Analysis of American Option Pricing in a Jump-Diffusion Model

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scientific article; zbMATH DE number 559089
Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models
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scientific article; zbMATH DE number 1069622 (Why is no real title available?)
Numerical simulations for the pricing of options in jump diffusion markets
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Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models
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Pricing of American options and American barrier options with jump stochastic volatility model
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An error analysis of a finite element method with IMEX-time semidiscretizations for some partial integro-differential inequalities arising in the pricing of American options
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Error analysis of finite difference scheme for American option pricing under regime-switching with jumps
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Option pricing in jump diffusion models with quadratic spline collocation
Numerical analysis of American option pricing in a two-asset jump-diffusion model
Variational inequalities and the pricing of American options
Numerical solution of two asset jump diffusion models for option valuation
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Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management
Pricing American options when asset prices jump

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