Analysis of the Optimal Exercise Boundary of American Options for Jump Diffusions (Q3553810): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of the Optimal Exercise Boundary of American Options for Jump Diffusions |
scientific article |
Statements
Analysis of the Optimal Exercise Boundary of American Options for Jump Diffusions (English)
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21 April 2010
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American put option
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jump diffusion
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boundary value problem
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free boundary
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maturity
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integro-differential equation
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