American Option Prices under Stochastic Volatility and Jump-Diffusion Dynamics — The Transform Approach
2014 ◽
pp. 49-91
Keyword(s):
Keyword(s):
2009 ◽
Vol 12
(03)
◽
pp. 393-425
◽
2019 ◽
Vol 20
(2)
◽
pp. 291-310
◽
Keyword(s):
1996 ◽
Vol 62
(1)
◽
pp. 1-17
◽
Keyword(s):
2011 ◽
Vol 8
(4)
◽
pp. 220-226
◽
2006 ◽
Vol 43
(03)
◽
pp. 867-873
◽
1999 ◽
Vol 02
(04)
◽
pp. 409-440
◽
2012 ◽
Vol 38
(4)
◽
pp. 249-253
◽
2006 ◽
Vol 43
(3)
◽
pp. 867-873
◽