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Numerical analysis of American option pricing in a two-asset jump-diffusion model

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Zhou, Hao, Dang, Duy-Minh
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Computational Finance 65R20, 91-08, 65D30, 65T50
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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