Pages that link to "Item:Q1945046"
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The following pages link to Exercise boundary of the American put near maturity in an exponential Lévy model (Q1945046):
Displayed 3 items.
- Exercise boundary of the American put near maturity in an exponential Lévy model (Q1945046) (← links)
- A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes (Q2347464) (← links)
- American Option Valuation under Continuous-Time Markov Chains (Q5262446) (← links)
