Numerical methods for the valuation of American options under jump-diffusion processes

Numerical methods for the valuation of American options under jump-diffusion processes

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Bibliographic Details
Main Author: Choi, Byeongwook
Format: Others
Language:English
Published: 2008
Subjects:
Finance > Mathematical models
Options (Finance) > Prices > Mathematical models
Jump processes
Diffusion processes
Online Access:http://hdl.handle.net/2152/501

Internet

http://hdl.handle.net/2152/501

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