Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Hao Xing
Information about the author Hao Xing will soon be added to the site.
Found
1 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions
2009
We approximate the price of the American put for jump diffusions by a sequence of...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
