Howard's algorithm for high-order approximations of American options under jump-diffusion models

Nawdha Thakoor, Dhiren Kumar Behera, Désiré Yannick Tangman, Muddun Bhuruth. Howard's algorithm for high-order approximations of American options under jump-diffusion models. I. J. Data Science and Analytics, 10(2):193-203, 2020. [doi]

Authors

Nawdha Thakoor

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Dhiren Kumar Behera

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Désiré Yannick Tangman

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Muddun Bhuruth

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