On the Pricing of American Options in Exponential Lévy Markets (Q5443740): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1239/jap/1183667410 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2042684503 / rank | |||
Normal rank |
Revision as of 20:38, 19 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