We briefly review and investigate the performance of various boundary conditions such as
Dirichlet, Neumann, linear, and partial differential equation boundary conditions for the …

We study the equity premium and option pricing under jump‐diffusion model with stochastic
volatility based on the model in Zhang et al. 2012. We obtain the pricing kernel which acts …

We study the pricing of American options in an incomplete market in which the dynamics of
the underlying risky asset is driven by a jump diffusion process with stochastic volatility. By …

American options have been traded in financial markets for many years. However, there is
still no exact solution for option pricing problem, considering real-world conditions. In this …

We study the pricing of American options in an incomplete market in which the dynamics of
the underlying risky asset is driven by a jump diffusion process with stochastic volatility. By …

We study option pricing with risk‐minimization criterion in an incomplete market where the
dynamics of the risky underlying asset are governed by a jump diffusion equation. We obtain …