On the Pricing of American Options in Exponential Lévy Markets (Q5443740): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 22:16, 5 March 2024
scientific article; zbMATH DE number 5238130
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Pricing of American Options in Exponential Lévy Markets |
scientific article; zbMATH DE number 5238130 |
Statements
On the Pricing of American Options in Exponential Lévy Markets (English)
0 references
22 February 2008
0 references
incomplete market
0 references
Levy process
0 references
American option
0 references
upper price
0 references
lower price
0 references
optimal stopping
0 references
