American options in Lévy models with stochastic interest rates (Q3404357)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5667603
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | American options in Lévy models with stochastic interest rates |
scientific article; zbMATH DE number 5667603 |
Statements
American options in Lévy models with stochastic interest rates (English)
0 references
8 February 2010
0 references
American options
0 references
interest Ralás
0 references
Lévy models
0 references
Wiener-Hopf factorization
0 references
jump-diffusion model
0 references
0.8618513345718384
0 references
0.8379222750663757
0 references
0.8323450088500977
0 references
0.8321502208709717
0 references
