American option pricing using generalised stochastic hybrid systems

Evelyn Buckwar, Sascha Desmettre, Agnes Mallinger, Amira Meddah

Research output: Contribution to journal › Article › peer-review

Original languageEnglish
Pages (from-to)to appear
Number of pages10
JournalJournal of Stochastic Analysis
Publication statusPublished - 2024

Fields of science

  • 101 Mathematics
  • 101007 Financial mathematics
  • 101019 Stochastics
  • 101025 Number theory

JKU Focus areas

  • Digital Transformation

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