Fig. 17From: Early exercise premium method for pricing American options under the J-modelEEB related to Heston-am models, with parameters values: K = 100, τ =0.5, σ = 10%, r = 5%, Q = 5%, Heston-am (v = 0.01; κ = 2;φ = 0.01 and ρ = − 0.5)Back to article page