Pricing American Options With Jumps in Asset and Volatility
Taruvinga, Blessing, Kang, Boda, Sklibosios Nikitopoulos, ChristinaYear:
2018
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3272506
File:
PDF, 1.04 MB
english, 2018