Perpetual Exchange Options under Jump-Diffusion Dynamics (Q4682489)
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scientific article; zbMATH DE number 6938634
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perpetual Exchange Options under Jump-Diffusion Dynamics |
scientific article; zbMATH DE number 6938634 |
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Perpetual Exchange Options under Jump-Diffusion Dynamics (English)
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18 September 2018
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perpetual American options
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exchange options
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compound Poisson processes
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optimal stopping
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