The smooth-fit property in an exponential Lévy model (Q5388745)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The smooth-fit property in an exponential Lévy model |
scientific article; zbMATH DE number 6026105
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The smooth-fit property in an exponential Lévy model |
scientific article; zbMATH DE number 6026105 |
Statements
The Smooth-Fit Property in an Exponential Lévy Model (English)
0 references
20 April 2012
0 references
optimal stopping
0 references
Lévy process
0 references
smooth-fit property
0 references
American option
0 references
0.8423495292663574
0 references
0.7961450815200806
0 references
0.7837525606155396
0 references
0.7837525606155396
0 references
0.7789129018783569
0 references
