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
−0.086
−0.82
1
200
1
100
3000
30
30