TY  JOUR
TI  EVOLUTION OF AMERICAN OPTION VALUE FUNCTION ON A DIVIDEND PAYING STOCK UNDER JUMP-DIFFUSION PROCESSES
KW  american option
KW  jump-diffusion model
KW  poisson process
KW  locally lipschitz continuity
KW  weak derivatives.
JO  Bulletin of Belgorod State Technological University named after. V. G. Shukhov
AU  Rekhman, N..
AU  Khusseyn , Z..
AU  Ali,  ..
AU  Benderskaya, O.B.
AU  Khusseyn , S..
AU  Zuev , S..
PY  2017
IS  2
PB  Belgorod State Technological University named after V.G. Shukhov