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]
@inproceedings{GuoCH11,
title = {Pricing American Options in a Jump Diffusion Model},
author = {Meihui Guo and Yu-Chun Chang and Shih-Feng Huang},
year = {2011},
doi = {10.1109/CSE.2011.48},
url = {http://doi.ieeecomputersociety.org/10.1109/CSE.2011.48},
researchr = {https://researchr.org/publication/GuoCH11},
cites = {0},
citedby = {0},
pages = {221-228},
booktitle = {14th IEEE International Conference on Computational Science and Engineering, CSE 2011, Dalian, China, August 24-26, 2011},
editor = {Wenyu Qu and Kai Lin and Yanming Shen and Weisong Shi and D. Frank Hsu and Xiaolong Jin and Francis C. M. Lau and Junfeng Xu},
publisher = {IEEE},
isbn = {978-1-4577-0974-6},
}