Early exercise boundary and option prices in Lévy driven models (Q4610262)
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scientific article; zbMATH DE number 7002154
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Early exercise boundary and option prices in Lévy driven models |
scientific article; zbMATH DE number 7002154 |
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Early exercise boundary and option prices in Lévy driven models (English)
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15 January 2019
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European options
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American options
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barrier options
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Lévy models
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