Quasi-explicit formulas for American options in a jump-diffusion model (Q1897669): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Residual risks and hedging strategies in Markovian markets
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+Variational inequalities and the pricing of American options
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+Option pricing when underlying stock returns are discontinuous
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+The pricing of the American option
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+Publication:1897669