The valuation of American options with the stochastic liquidity risk and jump risk (Q6608229)
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scientific article; zbMATH DE number 7916074
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The valuation of American options with the stochastic liquidity risk and jump risk |
scientific article; zbMATH DE number 7916074 |
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The valuation of American options with the stochastic liquidity risk and jump risk (English)
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19 September 2024
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option pricing
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American options
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stochastic liquidity risk
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jump risk
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characteristic function
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