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"Simulations for American Option Pricing Under a Jump-Diffusion Model: ..."

Hyun-Joo Lee et al. (2008)

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DOI: 10.1007/978-3-540-87732-5_73

access: closed

type: Conference or Workshop Paper

metadata version: 2018-04-19

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  dblp key:
  - conf/isnn/LeeYHL08
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  - https://dblp.org/rec/conf/isnn/LeeYHL08
Hyun-Joo Lee, Seung-Ho Yang, Gyu-Sik Han, Jaewook Lee:
Simulations for American Option Pricing Under a Jump-Diffusion Model: Comparison Study between Kernel-Based and Regression-based Methods. ISNN (1) 2008: 655-662

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