The representation of American options prices under stochastic volatility and jump-diffusion dynamics (Q5746758)
From MaRDI portal
scientific article; zbMATH DE number 6256472
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
8 February 2014
0 references
American options
0 references
jump-diffusion processes
0 references
stochastic volatility
0 references
free boundary problems
0 references
0 references
0 references
