Login / Signup

An Analysis of Asymptotic Properties and Error Control under the Exponential Jump-Diffusion Model for American Option Pricing.

Mohamed MaidoumiBoubker DaafiMehdi Zahid
Published in: J. Appl. Math. (2021)
Keyphrases
  • diffusion model
  • option pricing
  • asymptotic properties
  • error control
  • decision making
  • denoising
  • information diffusion