NDLI: THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES

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THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES

Content Provider	Scilit
Author	Carl, Chiarella, Boda, Kang, Meyer, Gunter H. Andrew, Ziogas, Company, R. Egorova, V.N. Jódar, L. Soleymani, F. Fabozzi, Frank J. Tommaso, Paletta, Silvia, Stanescu, Radu, Tunaru, Elliott, Robert J. Katsumasa, Nishide, Osakwe, Carlton-James U. Vincenzo, Ballestra, Luca Liliana, Cecere, Zhang, C. Andrea, Cosso, Daniele, Marazzina, Carlo, Sgarra, Detemple, Jérôme Jonathan, Ziveyi, Qiuhong, Shi, Xiaoping, Yang, Santtu, Salmi, Jari, Toivanen, Lina, von Sydow, Graziella, Pacelli, Cheang, Gerald H. L. Massimiliano, Ottaviani, Jun, Cheng, Zhang, Jin E. Reisinger, C. Witte, J. H. Antje, Mahayni, Schoenmakers, John G.M. Miglio, E. Carl Chiarella Boda Kang Gunter H. Meyer Andrew Ziogas R. Company V.N. Egorova L. Jódar F. Soleymani Frank J. Fabozzi Tommaso Paletta Silvia Stanescu Radu Tunaru Robert J. Elliott Katsumasa Nishide Carlton-James U. Osakwe Luca Vincenzo Ballestra Liliana Cecere C. Zhang Andrea Cosso Daniele Marazzina Carlo Sgarra Jérôme Detemple Jonathan Ziveyi Qiuhong Shi Xiaoping Yang Santtu Salmi Jari Toivanen Lina von Sydow Graziella Pacelli Gerald H. L. Cheang Massimiliano Ottaviani Jun Cheng Jin E. Zhang C. Reisinger J. H. Witte Antje Mahayni John G.M. Schoenmakers E. Miglio
Copyright Year	2009
ISSN	02190249
e-ISSN	17936322
DOI	10.1142/s0219024909005270
Journal	International Journal of Theoretical and Applied Finance
Issue Number	3
Volume Number	12
Language	English
Publisher	World Scientific Pub Co Pte Ltd
Publisher Date	2009-05-01
Access Restriction	Open
Content Type	Text
Resource Type	Article
Subject	Finance Economics, Econometrics and Finance

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