On the perpetual American put options for level dependent volatility models with jumps (Q3169212): Difference between revisions
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Revision as of 15:32, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the perpetual American put options for level dependent volatility models with jumps |
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On the perpetual American put options for level dependent volatility models with jumps (English)
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28 April 2011
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perpetual American put
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optimal stopping
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stochastic volatility model
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model with jumps
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