Early exercise boundary and option prices in Lévy driven models (Q4610262)

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scientific article; zbMATH DE number 7002154
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English
Early exercise boundary and option prices in Lévy driven models
scientific article; zbMATH DE number 7002154

    Statements

    title
    Early exercise boundary and option prices in Lévy driven models (English)
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    publication date
    15 January 2019
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    zbMATH DE Number
    7002154
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    zbMATH Keywords
    European options
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    American options
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    barrier options
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    Lévy models
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    OpenAlex ID
    W2144067668
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    cites work
    Q4905685
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    Q4802417
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    Q4350437
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