Bounds for perpetual American option prices in a jump diffusion model (Q5754695): Difference between revisions

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+On the properties of \(r\)-excessive mappings for a class of diffusions
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+Incompleteness of markets driven by a mixed diffusion
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+Q3150773
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+On the optimal stopping problem for one-dimensional diffusions.
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+Properties of American option prices
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+PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS
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+Q4039796
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+Optimal stopping and perpetual options for Lévy processes
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