The structure of the stopping region in a Lévy model (Q2849252): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 20:22, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The structure of the stopping region in a Lévy model |
scientific article |
Statements
The structure of the stopping region in a Lévy model (English)
0 references
17 September 2013
0 references
Lévy processes
0 references
American option
0 references
payoff function
0 references
stopping region
0 references
threshold structure
0 references