PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES (Q4653014)
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scientific article; zbMATH DE number 2139687
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES |
scientific article; zbMATH DE number 2139687 |
Statements
PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES (English)
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28 February 2005
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Carr's randomization
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exercise boundary near expiry
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