Fig. 15From: Early exercise premium method for pricing American options under the J-modelComparison of the EEB related to the BS-am and J-am and Hesston-am models, Parameters values: K = 100, τ =0.5, σ = 10%, r = 5%, Q = 5%, J-am (λ = 0.84;1.6 and −1.6 with θ = 0.769). Heston-am (v = 0.01; κ = 2;φ = 0.01 and ρ = 0.5; 0 and 0.5)Back to article page