Fig. 26From: Early exercise premium method for pricing American options under the J-model Δ Heston ‐ am as a function of moneyness, for various values of time to maturity. Parameters values: K = 100, τ =0.5, r = 5%, Q = 5% with (v = 0.01, κ = 2, φ = 0.01 and ρ = 0.5)Back to article page