Fig. 22From: Early exercise premium method for pricing American options under the J-modelComparison between the EEB related to the BS-am and J-am and Heston- am models, Parameters values: K = 100, τ =1, σ = 10%, r = 5%, Q = 5%, J-am (λ = 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