The structure of the stopping region in a Lévy model (Q2849252): Difference between revisions
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Revision as of 06:52, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | The structure of the stopping region in a Lévy model |
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The structure of the stopping region in a Lévy model (English)
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17 September 2013
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Lévy processes
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American option
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payoff function
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stopping region
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threshold structure
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