Optimal exercise boundary via intermediate function with jump risk (Q1684772)
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scientific article; zbMATH DE number 6817586
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal exercise boundary via intermediate function with jump risk |
scientific article; zbMATH DE number 6817586 |
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Optimal exercise boundary via intermediate function with jump risk (English)
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12 December 2017
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intermediate function
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optimal exercise boundary
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jump risk
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American put option
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0.8612072467803955
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0.8251846432685852
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0.8062619566917419
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0.8042884469032288
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0.8042884469032288
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