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"An Efficient Method for Pricing American Options for Jump Diffusions"

Erhan Bayraktar, Hao Xing (2007)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-0706-2331
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-0706-2331
Erhan Bayraktar, Hao Xing:
An Efficient Method for Pricing American Options for Jump Diffusions. CoRR abs/0706.2331 (2007)

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