Regularity of the American Option Value Function in Jump-Diffusion Model (Englisch)
- Neue Suche nach: Hussain, Sultan
- Neue Suche nach: Rehman, Nasir
- Neue Suche nach: Hussain, Sultan
- Neue Suche nach: Rehman, Nasir
In:
Journal of computational analysis and applications
;
22
, 2
;
286-297
;
2017
-
ISSN:
- Aufsatz (Zeitschrift) / Print
-
Titel:Regularity of the American Option Value Function in Jump-Diffusion Model
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Beteiligte:Hussain, Sultan ( Autor:in ) / Rehman, Nasir ( Autor:in )
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Erschienen in:Journal of computational analysis and applications ; 22, 2 ; 286-297
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Verlag:
- Neue Suche nach: Eudoxus Press LLC
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Erscheinungsdatum:01.01.2017
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Format / Umfang:12 pages
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ISSN:
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Medientyp:Aufsatz (Zeitschrift)
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Format:Print
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Sprache:Englisch
- Neue Suche nach: 518
- Weitere Informationen zu Dewey Decimal Classification
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Klassifikation:
DDC: 518 -
Datenquelle:
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