Numerical methods for the valuation of American options under jump-diffusion processes

Jaillet, Patrick559911272008-08-282017-05-112008-08-282017-05-112002http://hdl.handle.net/2152/501textelectronicengCopyright is held by the author. Presentation of this material on the Libraries' web site by University Libraries, The University of Texas at Austin was made possible under a limited license grant from the author who has retained all copyrights in the works.Finance--Mathematical modelsOptions (Finance)--Prices--Mathematical modelsJump processesDiffusion processesNumerical methods for the valuation of American options under jump-diffusion processesThesis3099434