On the Pricing of American Options in Exponential Lévy Markets (Q5443740)
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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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