Free boundary problems and perpetual American strangles (Q5397447)
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scientific article; zbMATH DE number 6260397
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Free boundary problems and perpetual American strangles |
scientific article; zbMATH DE number 6260397 |
Statements
Free boundary problems and perpetual American strangles (English)
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20 February 2014
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American option contracts
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option pricing
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perpetual American strangles
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Lévy-model setting
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jump-diffusion model
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