The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approach

✍ Scribed by Luca Vincenzo Ballestra; Carlo Sgarra

• Book ID: 108077593
• Publisher: Elsevier Science
• Year: 2010
• Tongue: English
• Weight: 615 KB
• Volume: 60
• Category: Article
• ISSN: 0898-1221
• DOI: 10.1016/j.camwa.2010.06.040