The structure of the stopping region in a Lévy model (Q2849252): Difference between revisions
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Property / cites work: The critical price for the American put in an exponential Lévy model / rank | |||
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Latest revision as of 20:48, 6 July 2024
scientific article
Language | Label | Description | Also known as |
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English | The structure of the stopping region in a Lévy model |
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Statements
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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