Double continuation regions for American and Swing options with negative discount rate in Lévy models (Q5109987): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2962832053 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 23:19, 19 March 2024
scientific article; zbMATH DE number 7200955
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Double continuation regions for American and Swing options with negative discount rate in Lévy models |
scientific article; zbMATH DE number 7200955 |
Statements
Double continuation regions for American and Swing options with negative discount rate in Lévy models (English)
0 references
14 May 2020
0 references
American option
0 references
Lévy process
0 references
negative rate
0 references
optimal stopping
0 references
