Optimal stopping, free boundary, and American option in a jump-diffusion model (Q5961568)
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scientific article; zbMATH DE number 981778
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| English | Optimal stopping, free boundary, and American option in a jump-diffusion model |
scientific article; zbMATH DE number 981778 |
Statements
Optimal stopping, free boundary, and American option in a jump-diffusion model (English)
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8 July 1997
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optimal stopping
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jump-diffusion model
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American option
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free-boundary problem
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0.9454375
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0.9285779
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0.92780614
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0.91318583
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0.9077327
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0.9002148
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0.89895225
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