Penalty method for pricing American-style Asian option with jumps diffusion process
Gespeichert in:
| Datum: | 2023 |
|---|---|
| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Englisch |
| Veröffentlicht: |
2023
|
| Schriftenreihe: | Mathematical Modeling and Computing |
| Online Zugang: | http://jnas.nbuv.gov.ua/article/UJRN-0001463887 |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| Назва журналу: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
Institution
Library portal of National Academy of Sciences of Ukraine | LibNAS| _version_ | 1859608353008779264 |
|---|---|
| author | M. F. Laham S. N.I. Ibrahim |
| author_facet | M. F. Laham S. N.I. Ibrahim |
| author_sort | M. F. Laham |
| collection | Open-Science |
| first_indexed | 2025-07-22T18:21:27Z |
| format | Article |
| id | open-sciencenbuvgovua-110564 |
| institution | Library portal of National Academy of Sciences of Ukraine | LibNAS |
| language | English |
| last_indexed | 2025-07-22T18:21:27Z |
| publishDate | 2023 |
| record_format | dspace |
| series | Mathematical Modeling and Computing |
| spelling | 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 |
| spellingShingle | Mathematical Modeling and Computing M. F. Laham S. N.I. Ibrahim Penalty method for pricing American-style Asian option with jumps diffusion process |
| title | 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_short | 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 |
| url | http://jnas.nbuv.gov.ua/article/UJRN-0001463887 |
| work_keys_str_mv | AT mflaham penaltymethodforpricingamericanstyleasianoptionwithjumpsdiffusionprocess AT sniibrahim penaltymethodforpricingamericanstyleasianoptionwithjumpsdiffusionprocess |