Showing 1 - 3 results of 3 for search '"American option"', query time: 0.02s Refine Results
  1. 1
    Reduced order models for pricing American options under stochastic volatility and Jump-diffusion models

    Reduced order models for pricing American options under stochastic volatility and Jump-diffusion models by Balajewicz, Maciej Toivanen, Jari

    Published 2016
    Subjects:
    Peer reviewed
    Conferences Conference paper
  2. 2
    Iterative Methods for Pricing American Options under the Bates Model

    Iterative Methods for Pricing American Options under the Bates Model by Salmi, Santtu Toivanen, Jari von Sydow, Lina

    Published 2013
    Subjects: “…American option…”
    Peer reviewed
    Articles Research article
  3. 3
    Reduced Order Models for Pricing European and American Options under Stochastic Volatility and Jump-Diffusion Models

    Reduced Order Models for Pricing European and American Options under Stochastic Volatility and Jump-Diffusion Models by Balajewicz, Maciej Toivanen, Jari

    Published 2017
    Subjects:
    Peer reviewed
    Articles Research article
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