Meihui Guo, Yu-Chun Chang, Shih-Feng Huang. Pricing American Options in a Jump Diffusion Model. In Wenyu Qu, Kai Lin, Yanming Shen, Weisong Shi, D. Frank Hsu, Xiaolong Jin, Francis C. M. Lau, Junfeng Xu, editors, 14th IEEE International Conference on Computational Science and Engineering, CSE 2011, Dalian, China, August 24-26, 2011. pages 221-228, IEEE, 2011. [doi]
Abstract is missing.