Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model
Year: 2017
Type: article
Source: Journal of Banking & Finance
Authors: Markus Leippold, Nikola Vasiljević
Institutions: University of Zurich, Swiss Finance Institute
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W3121909556