Pricing of American Put Option under a Jump Diffusion Process with Stochastic Volatility in an Incomplete Market

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</svg> 20/3; volatility = volatility step <svg height="7.9250002" id="M118" style="vertical-align:-0.0pt" version="1.1" viewbox="0 0 10.1 7.9250002" width="10.1" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
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</svg> 1/30).</table>

Abstract and Applied Analysis

fig1

Figure 1

Figure 1: Pricing of American Put Option under a Jump Diffusion Process with Stochastic Volatility in an Incomplete Market 