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 |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Early exercise boundary and option prices in Lévy driven models |
scientific article; zbMATH DE number 7002154 |
Statements
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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0.8843247
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0.88141507
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0.88016313
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0.87994254
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0.8769171
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0.87688065
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0.8748865
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0.87434566
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