The compound option approach to American options on jump-diffusions (Q953702)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The compound option approach to American options on jump-diffusions |
scientific article |
Statements
The compound option approach to American options on jump-diffusions (English)
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6 November 2008
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compound options
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American options
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extendible options
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discrete dividends
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jump-diffusions
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