Skip to main navigation
Skip to search
Skip to main content
Hong Kong Baptist University Home
Help & FAQ
Home
Scholars
Departments / Units
Research Output
Projects / Grants
Prizes / Awards
Activities
Press/Media
Student theses
Datasets
Search by expertise, name or affiliation
Valuation of American options under the CGMY model
Xu Guo, Yutian Li
*
*
Corresponding author for this work
Department of Mathematics
Research output
:
Contribution to journal
›
Journal article
›
peer-review
8
Citations (Scopus)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Valuation of American options under the CGMY model'. Together they form a unique fingerprint.
Sort by:
Weight
Alphabetically
Keyphrases
American Options
100%
American Values
25%
Analytical Approximation
25%
Approximate Value
25%
Approximation Formula
25%
CGMY Model
100%
CGMY Process
25%
Decomposition Formula
25%
European Options
25%
Integral Equations
25%
Numerical Simulation
25%
Optimal Exercise Boundary
25%
Optimal Exercise Price
25%
Price Value
25%
Time to Maturity
25%
Mathematics
American Option
100%
Approximates
25%
CGMY Process
25%
Explicit Form
25%
Integral Equation
25%
Engineering
Analytical Study
100%
Explicit Form
100%
Economics, Econometrics and Finance
Option Trading
100%
Price
20%