The evaluation of American option prices under stochastic volatitlity and jump-diffusion dynamics using the method of lines
Carl Chiarella; Boda Kang; Gunter H. Meyer; Andrew Ziogas
| Year of publication: |
2009
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|---|---|
| Authors: | Chiarella, Carl ; Kang, Boda ; Meyer, Gunter H. ; Ziogas, Andrew |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 12.2009, 3, p. 393-425
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| Subject: | Optionspreistheorie | Option pricing theory | Analysis | Mathematical analysis | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003867417