Pricing Bermudan options under Merton jump-diffusion asset dynamics.

Fei Cong C. W. Oosterlee

Published in: Int. J. Comput. Math. (2015)

Keyphrases

option pricing
financial markets
black scholes model
double exponential
black scholes
stock price
dynamic model
pricing model
real time
artificial intelligence
decision making
causal relationships
structural models