Journals
Publish with us
Publishing partnerships
About us
Blog
Abstract and Applied Analysis
Journal overview
For authors
For reviewers
For editors
Table of Contents
Special Issues
Abstract and Applied Analysis
/
2014
/
Article
/
Tab 1
/
Research Article
Pricing of American Put Option under a Jump Diffusion Process with Stochastic Volatility in an Incomplete Market
Table 1
The basic parameter values used in numerical investigation.
0.23
3.46
0.0001
0.039
0.14
0.77
ā0.086
ā0.82
1
200
1
100
3000
30
30