American options valuation in time-dependent jump-diffusion models via integral equations and characteristic functions

Review of Derivatives Research 2026 Open access

Read full text
Authors: Andrey Itkin
DOI: 10.1007/s11147-026-09227-w
Cited by: 0
References: 34

Fields of Study & Subjects

Stochastic processes and financial applications

Publication details

Journal / source
Review of Derivatives Research
Publisher
Springer Science and Business Media LLC
Volume
29
Issue
1
Publication date
27 April 2026
Language
EN