Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions
Work
Year: 2009
Type: article
Authors Erhan Bayraktar, Hao Xing
Institution University of Michigan–Ann Arbor
Cites: 27
Cited by: 18
Related to: 10
FWCI: 1.32
Citation percentile (by year/subfield): 85.33
Subfield: Finance
Domain: Social Sciences
Open Access status: closed