Penalty method for pricing American-style Asian option with jumps diffusion process
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| Date: | 2023 |
|---|---|
| Main Authors: | , |
| 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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| Journal Title: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
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Library portal of National Academy of Sciences of Ukraine | LibNAS| id |
open-sciencenbuvgovua-110564 |
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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 |
2025-07-22T18:21:27Z |
| last_indexed |
2025-07-22T18:21:27Z |
| _version_ |
1838372818456150016 |