Double continuation regions for American options under Poisson exercise opportunities (Q6054363): Difference between revisions

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Latest revision as of 00:31, 3 August 2024

scientific article; zbMATH DE number 7743018
Language Label Description Also known as
English
Double continuation regions for American options under Poisson exercise opportunities
scientific article; zbMATH DE number 7743018

    Statements

    Double continuation regions for American options under Poisson exercise opportunities (English)
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    28 September 2023
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    American options
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    optimal stopping
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    Lévy processes
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    Poisson observations
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    double continuation regions
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    put-call symmetry
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