The early exercise boundary under the jump to default extended CEV model (Q781553): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Created claim: Wikidata QID (P12): Q129973638, #quickstatements; #temporary_batch_1726262144271 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q129973638 / rank | |||
Normal rank | |||
Latest revision as of 23:15, 13 September 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The early exercise boundary under the jump to default extended CEV model |
scientific article |
Statements
The early exercise boundary under the jump to default extended CEV model (English)
0 references
17 July 2020
0 references
American-style options
0 references
early exercise boundary
0 references
default
0 references
JDCEV model
0 references
Bessel processes
0 references
0 references
