The Critical Price of the American Put Near Maturity in the Jump Diffusion Model (Q2808186)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Critical Price of the American Put Near Maturity in the Jump Diffusion Model |
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The Critical Price of the American Put Near Maturity in the Jump Diffusion Model (English)
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20 May 2016
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American put
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Lévy processes
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critical price
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free boundary
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jump diffusion
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convergence rate
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