Pricing and disentanglement of American puts in the...

Journal of Banking & Finance 2017 / 04 Vol. 77

Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model

Leippold, Markus, Vasiljević, Nikola
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Volume:
77
Language:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2017.01.014
Date:
April, 2017
File:
PDF, 847 KB
english, 2017
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