American options in Lévy models with stochastic interest rates (Q3404357)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American options in Lévy models with stochastic interest rates |
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American options in Lévy models with stochastic interest rates (English)
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8 February 2010
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American options
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interest Ralás
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Lévy models
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Wiener-Hopf factorization
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jump-diffusion model
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