On the Pricing of American Options in Exponential Lévy Markets (Q5443740): Difference between revisions

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Latest revision as of 17:34, 27 June 2024

scientific article; zbMATH DE number 5238130
Language Label Description Also known as
English
On the Pricing of American Options in Exponential Lévy Markets
scientific article; zbMATH DE number 5238130

    Statements

    On the Pricing of American Options in Exponential Lévy Markets (English)
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    22 February 2008
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    incomplete market
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    Levy process
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    American option
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    upper price
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    lower price
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    optimal stopping
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