Pricing American Options Under Stochastic Volatility and Jump-Diffusion Dynamics

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dc.contributor.author Chiarella, Carl en_US
dc.contributor.author Meyer, G en_US
dc.contributor.author Ziogas, Andrew en_US
dc.contributor.editor Muller, K; Steffens, U en_US
dc.date.accessioned 2010-05-28T09:39:29Z
dc.date.available 2010-05-28T09:39:29Z
dc.date.issued 2008 en_US
dc.identifier 2007004629 en_US
dc.identifier.citation Chiarella Carl, Meyer G, and Ziogas Andrew 2008, 'Pricing American Options Under Stochastic Volatility and Jump-Diffusion Dynamics', in NA (ed.), Frankfurt School Verlag, Frankfurt, Germany, pp. 213-236. en_US
dc.identifier.issn 9783937519890 en_US
dc.identifier.other B1 en_US
dc.identifier.uri http://hdl.handle.net/10453/7971
dc.description.abstract en_US
dc.language en_US
dc.publisher Frankfurt School Verlag en_US
dc.relation.isbasedon NA en_US
dc.title Pricing American Options Under Stochastic Volatility and Jump-Diffusion Dynamics en_US
dc.parent Die Zukunft der Finanzdienstleistungs-industrie in Deutschland en_US
dc.journal.volume en_US
dc.journal.number en_US
dc.publocation Frankfurt, Germany en_US
dc.identifier.startpage 213 en_US
dc.identifier.endpage 236 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 150200 en_US
dc.personcode 716350 en_US
dc.personcode 0000029969 en_US
dc.personcode 0000049309 en_US
dc.percentage 100 en_US
dc.classification.name Banking, Finance and Investment en_US
dc.classification.type FOR-08 en_US
dc.edition 1 en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords en_US


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