A closed-form solution to American options under general diffusion processes

Author: Zhao Jing   Wong Hoi Ying  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.12, Iss.5, 2012-05, pp. : 725-737

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract