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Penalty method for pricing American-style Asian option with jumps diffusion process
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Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
2023
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Series: | Mathematical Modeling and Computing |
Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0001463887 |
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open-sciencenbuvgovua-1105642024-09-16T15:21:00Z Penalty method for pricing American-style Asian option with jumps diffusion process M. F. Laham S. N.I. Ibrahim 2312-9794 2023 en Mathematical Modeling and Computing http://jnas.nbuv.gov.ua/article/UJRN-0001463887 Article |
institution |
Library portal of National Academy of Sciences of Ukraine | LibNAS |
collection |
Open-Science |
language |
English |
series |
Mathematical Modeling and Computing |
spellingShingle |
Mathematical Modeling and Computing M. F. Laham S. N.I. Ibrahim Penalty method for pricing American-style Asian option with jumps diffusion process |
format |
Article |
author |
M. F. Laham S. N.I. Ibrahim |
author_facet |
M. F. Laham S. N.I. Ibrahim |
author_sort |
M. F. Laham |
title |
Penalty method for pricing American-style Asian option with jumps diffusion process |
title_short |
Penalty method for pricing American-style Asian option with jumps diffusion process |
title_full |
Penalty method for pricing American-style Asian option with jumps diffusion process |
title_fullStr |
Penalty method for pricing American-style Asian option with jumps diffusion process |
title_full_unstemmed |
Penalty method for pricing American-style Asian option with jumps diffusion process |
title_sort |
penalty method for pricing american-style asian option with jumps diffusion process |
publishDate |
2023 |
url |
http://jnas.nbuv.gov.ua/article/UJRN-0001463887 |
work_keys_str_mv |
AT mflaham penaltymethodforpricingamericanstyleasianoptionwithjumpsdiffusionprocess AT sniibrahim penaltymethodforpricingamericanstyleasianoptionwithjumpsdiffusionprocess |
first_indexed |
2024-09-17T04:11:38Z |
last_indexed |
2024-09-17T04:11:38Z |
_version_ |
1810415011567239168 |