The structure of the stopping region in a Lévy model (Q2849252): Difference between revisions

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Latest revision as of 21:48, 6 July 2024

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The structure of the stopping region in a Lévy model
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    The structure of the stopping region in a Lévy model (English)
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    17 September 2013
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    Lévy processes
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    American option
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    payoff function
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    stopping region
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    threshold structure
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