The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines
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Elsevier BV
Reference34 articles.
1. Jump Diffusion Option Valuation in Discrete Time;K I Amin;Journal of Finance,1993
2. Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing;L Andersen;Review of Derivatives Research,2000
3. Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutshe Mark Options;D S Bates;Review of Financial Studies,1996
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