American Options with guarantee – A class of two-sided stopping problems (Q2855514)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American Options with guarantee – A class of two-sided stopping problems |
scientific article |
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American Options with guarantee – A class of two-sided stopping problems (English)
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25 October 2013
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optimal stopping
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two-sided strategies
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diffusions
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Lévy processes
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