Poisson Optional Stopping Times as a Robust Numerical Method for Valuing Path-Dependant American Options with a Jump-Diffusion Process

Additional Metadata
Keywords	Option pricing; Jump-Diffusion; Poisson Optional Stopping Times; American Options; Asian Options; Black-Scholes; Heston Stochastic Volatility
Thesis Advisor	Lange, R.
Persistent URL	hdl.handle.net/2105/59504
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Hessing, J. (2021, June 16). Poisson Optional Stopping Times as a Robust Numerical Method for Valuing Path-Dependant American Options with a Jump-Diffusion Process. Econometrie. Retrieved from http://hdl.handle.net/2105/59504

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