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Pricing American options in the jump diffusion model

In this study, we use the McKean's integral equation to evaluate the American option price for constant jump di

Identiferoai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0721105-143715
Date21 July 2005
CreatorsChang, Yu-Chun
ContributorsFu-Chuen Chang, Mong-Na Lo Huang, Mei-Hui Guo
PublisherNSYSU
Source SetsNSYSU Electronic Thesis and Dissertation Archive
LanguageEnglish
Detected LanguageEnglish
Typetext
Formatapplication/pdf
Sourcehttp://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0721105-143715
Rightswithheld, Copyright information available at source archive

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