Pricing American Options Under Stochastic Volatility and Jump-Diffusion Dynamics

Chiarella, C Meyer, G Ziogas, A

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Publisher:: Frankfurt School Verlag
Publication Type:: Chapter
Citation:: Die Zukunft der Finanzdienstleistungs-industrie in Deutschland, 2008, 1, pp. 213 - 236
Issue Date:: 2008-01

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Full metadata record

Field	Value	Language
dc.contributor.author	Chiarella, C	en_US
dc.contributor.author	Meyer, G	en_US
dc.contributor.author	Ziogas, A	en_US
dc.contributor.editor	Muller, K	en_US
dc.contributor.editor	Steffens, U	en_US
dc.date.issued	2008-01	en_US
dc.identifier.citation	Die Zukunft der Finanzdienstleistungs-industrie in Deutschland, 2008, 1, pp. 213 - 236	en_US
dc.identifier.isbn	9783937519890	en_US
dc.identifier.uri	http://hdl.handle.net/10453/7971
dc.publisher	Frankfurt School Verlag	en_US
dc.relation.ispartof	Die Zukunft der Finanzdienstleistungs-industrie in Deutschland	en_US
dc.title	Pricing American Options Under Stochastic Volatility and Jump-Diffusion Dynamics	en_US
dc.type	Chapter
utslib.location	Frankfurt, Germany	en_US
utslib.for	1502 Banking, Finance and Investment	en_US
utslib.citation.edition	1	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
utslib.copyright.status	closed_access
pubs.consider-herdc	true	en_US
pubs.edition	1	en_US
pubs.place-of-publication	Frankfurt, Germany	en_US

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