The compound option approach to American options on jump-diffusions (Q953702)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The compound option approach to American options on jump-diffusions |
scientific article; zbMATH DE number 5362832
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
6 November 2008
0 references
compound options
0 references
American options
0 references
extendible options
0 references
discrete dividends
0 references
jump-diffusions
0 references
