Valuation on American Put Option in an Affine Diffusion Model with Double Jumps

DENG Guohe

Journal of Systems Science and Mathematical Sciences ›› 2017, Vol. 37 ›› Issue (7) : 1646-1663.

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Journal of Systems Science and Mathematical Sciences ›› 2017, Vol. 37 ›› Issue (7) : 1646-1663. DOI: 10.12341/jssms13216

Valuation on American Put Option in an Affine Diffusion Model with Double Jumps

  • DENG Guohe
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2017, 37(7): 1646-1663 https://doi.org/10.12341/jssms13216

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