Perpetual dual American barrier options for short sellers (Q2179551)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perpetual dual American barrier options for short sellers |
scientific article |
Statements
Perpetual dual American barrier options for short sellers (English)
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13 May 2020
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optimal stopping problem
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positive discounting rate
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Brownian motion
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first hitting time
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free-boundary problem
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instantaneous stopping and smooth fit
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a change-of-variable formula with local time on surfaces
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