An iterative method for pricing American options under jump-diffusion models

An iterative method for pricing American options under jump-diffusion models

datePublished

• 2010

identifier

• propertyID: FI-FENNI value: 955194
• propertyID: FI-MELINDA value: 005755258
• propertyID: skl value: fx955194

isbn

• 9789513939847

isPartOf

• Fennica
• Reports of the Department of Mathematical Information Technology : Series E, Educational technology

name

• An iterative method for pricing American options under jump-diffusion models

numberOfPages

• 15 s.

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Jyväskylä organizer: Jyväskylän kasvatusopillinen korkeakoulu Jyväskylän yliopisto

publisher

• Jyväskylän kasvatusopillinen korkeakoulu
• Jyväskylän yliopisto