Bounds for perpetual American option prices in a jump diffusion model (Q5754695): Difference between revisions
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scientific article; zbMATH DE number 5181963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for perpetual American option prices in a jump diffusion model |
scientific article; zbMATH DE number 5181963 |
Statements
Bounds for perpetual American option prices in a jump diffusion model (English)
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23 August 2007
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American option
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bound
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jump diffusion
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optimal stopping
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