%0 Journal Article
%T EVOLUTION OF AMERICAN OPTION VALUE FUNCTION ON A DIVIDEND PAYING STOCK UNDER JUMP-DIFFUSION PROCESSES
%A Rekhman, N..
%A Khusseyn , Z..
%A Ali,  ..
%A Benderskaya, O.B.
%A Khusseyn , S..
%A Zuev , S..
%K american option, jump-diffusion model, poisson process, locally lipschitz continuity, weak derivatives.
%J Bulletin of Belgorod State Technological University named after. V. G. Shukhov
%D 2017
%N 2
%P 9
%I Belgorod State Technological University named after V.G. Shukhov