Correction: Exchange Option under Jump-diffusion Dynamics
Caldana, Ruggero, Cheang, Gerald H. L., Chiarella, Carl, Fusai, Gianluca
Published in Applied mathematical finance. (02.01.2015)
Published in Applied mathematical finance. (02.01.2015)
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Journal Article
The representation of American options prices under stochastic volatility and jump-diffusion dynamics
Cheang, Gerald H. L., Chiarella, Carl, Ziogas, Andrew
Published in Quantitative finance (01.02.2013)
Published in Quantitative finance (01.02.2013)
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Journal Article
Numerical Methods for American Spread Options under Jump Diffusion Processes
Ziogas, Andrew, Cheang, Gerald H. L, Meyer, Gunter, Chiarella, Carl, Andrew Ziogas, School of, Economics, Finance, University of Technology, Sydney, Gunter Meyer, School of Mathematics, Georgia Institute of Technology
Year of Publication 04.07.2006
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Year of Publication 04.07.2006
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