Optimal exercise boundary via intermediate function with jump risk (Q1684772)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal exercise boundary via intermediate function with jump risk |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal exercise boundary via intermediate function with jump risk |
scientific article |
Statements
Optimal exercise boundary via intermediate function with jump risk (English)
0 references
12 December 2017
0 references
intermediate function
0 references
optimal exercise boundary
0 references
jump risk
0 references
American put option
0 references
0 references
0 references
0 references
0 references
