The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines

By Carl Chiarella, Boda Kang, Gunter H. Meyer, Andrew Ziogas. 2009

82 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/dee83e81fa08562e661eba2e4b9214c31a707c5f