A power penalty approach to american option pricing with jump diffusion processes
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Department of Finance, Business School, Shenzhen University, Nanhai Ave 3688, Shenzhen, Guangdong 518060
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Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong
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Department of Mathematics and Statistics, Curtin University, G.P.O. Box U1987, Perth, WA 6845