American call option with stochastic market model

zbMATH Open1159.91387MaRDI QIDQ3436680FDOQ3436680

Authors: Wenlei Chen, Ming Jian 

Publication date: 11 May 2007

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Mathematics Subject Classification ID

Cited In (5)

• Title not available (Why is that?)
• A summary on pricing American call options under the assumption of a lognormal framework in the Korn-Rogers model
• Applications of the martingale method in pricing of contingent claims
• American call pricing on dividend-paying and placing stocks with stochastic volatility
• Calculation of the cost of one American-type option

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