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.

PDF(514 KB)
中国科学院数学与系统科学研究院期刊网
PDF(514 KB)
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

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

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

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(514 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉