AMERICAN OPTION PRICING USING GENERALISED STOCHASTIC HYBRID SYSTEMS

Authors

• Evelyn Buckwar, Institute of Stochastics, Johannes Kepler University Linz, 4040, AustriaFollow
• Sascha Desmettre, Institute of Financial Mathematics and Applied Number Theory, Johannes Kepler University Linz, 4040, AustriaFollow
• Agnes Mallinger, Linz School of Education, Johannes Kepler University Linz, 4040, AustriaFollow
• Amira Meddah, of Stochastics, Johannes Kepler University, Linz, 4040, AustriaFollow

Recommended Citation

Buckwar, Evelyn; Desmettre, Sascha; Mallinger, Agnes; and Meddah, Amira (2025) "AMERICAN OPTION PRICING USING GENERALISED STOCHASTIC HYBRID SYSTEMS," Journal of Stochastic Analysis: Vol. 6: No. 1, Article 5.
DOI: 10.31390/josa.6.1.05
Available at: https://repository.lsu.edu/josa/vol6/iss1/5

DOI

10.31390/josa.6.1.05