The valuation of American options with the stochastic liquidity risk and jump risk

From MaRDI portal
Publication:6608229

DOI10.1016/j.physa.2024.129911MaRDI QIDQ6608229

Shoude Huang, Hong-yu Zhang, Ke Wang, Xunxiang Guo

Publication date: 19 September 2024

Published in: Physica A (Search for Journal in Brave)






Cites Work







This page was built for publication: The valuation of American options with the stochastic liquidity risk and jump risk