Penalty method for pricing American-style Asian option with jumps diffusion process / Laham M. F., Ibrahim S. N. I. (2023)
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web address of the page http://jnas.nbuv.gov.ua/article/UJRN-0001463887
  Mathematical Modeling and Computing    А - 2020  /     Issue (2023, Vol. 10, Num. 4)

Laham M. F., Ibrahim S. N. I.
Penalty method for pricing American-style Asian option with jumps diffusion process

Бібліографічний опис:
Laham M. F., Ibrahim S. N. I. Penalty method for pricing American-style Asian option with jumps diffusion process. Mathematical modeling and computing. 2023. Vol. 10, Num. 4. С. 1215-1221. URL: http://jnas.nbuv.gov.ua/article/UJRN-0001463887

 

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