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