Perpetual barrier options in jump-diffusion models (Q3429337)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perpetual barrier options in jump-diffusion models |
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Perpetual barrier options in jump-diffusion models (English)
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30 March 2007
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American double barrier options
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optimal stopping problem
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jump-diffusion model
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integro-differential free-boundary problem
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continuous and smooth fit
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Itō-Tanaka-Meyer formula
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