Pricing American Options Under Stochastic Volatility and Jump-Diffusion Dynamics
UTSePress Research/Manakin Repository
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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 | 0000049309;0000029969;716350 | en_US |
| dc.percentage | 000100 | 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 | |
| dc.staffid | Integral Energy | en_US |
