A robust numerical method for pricing American options under Kou’s jump-diffusion models based on penalty method
Work
Year: 2019
Type: article
Authors Xiao-Ting Gan, Ying Yang, Kun Zhang
Institutions University of Electronic Science and Technology of China, Guilin University of Electronic Technology, Chuxiong Normal University
Cites: 27
Cited by: 9
Related to: 10
FWCI: 1.567
Citation percentile (by year/subfield): 79.52
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: closed
Grant IDS 11661027, 11561016