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	Convergence of the binomial tree method for American options in a jump-diffusion model
	Qian, XS[1]; Xu, CL[2]; Jiang, LS[3]; Bian, BJ[4]
刊名	SIAM JOURNAL ON NUMERICAL ANALYSIS
	2005
卷号	42页码:1899-1913
关键词	binomial tree method explicit difference method American option jump-diffusion model integrodifferential equation viscosity solution
ISSN号	0036-1429
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/2399722
专题	上海大学
作者单位	1.Department of Mathematics, Yangzhou University, Yangzhou 225002, China 2.Department of Applied Mathematics, Tongji University, Shanghai 200092, China 3.Division of Computational Science, E-Institute, Shanghai University, Shanghai 200436, China
推荐引用方式 GB/T 7714	Qian, XS[1],Xu, CL[2],Jiang, LS[3],et al. Convergence of the binomial tree method for American options in a jump-diffusion model[J]. SIAM JOURNAL ON NUMERICAL ANALYSIS,2005,42:1899-1913.
APA	Qian, XS[1],Xu, CL[2],Jiang, LS[3],&Bian, BJ[4].(2005).Convergence of the binomial tree method for American options in a jump-diffusion model.SIAM JOURNAL ON NUMERICAL ANALYSIS,42,1899-1913.
MLA	Qian, XS[1],et al."Convergence of the binomial tree method for American options in a jump-diffusion model".SIAM JOURNAL ON NUMERICAL ANALYSIS 42(2005):1899-1913.

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