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Pricing American Options in the Jump Diffusion Model

Pricing American Options in the Jump Diffusion Model
Author :
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Total Pages : 56
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ISBN-10 : OCLC:894474008
ISBN-13 :
Rating : 4/5 (08 Downloads)
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Book Synopsis Pricing American Options in the Jump Diffusion Model by : 張育群

Download or read book Pricing American Options in the Jump Diffusion Model written by 張育群 and published by . This book was released on 2005 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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In recent years the stock markets have shown tremendous volatility with significant spikes and drops in the stock prices. Within the past decade, there have bee