Double continuation regions for American options under Poisson exercise opportunities (Q6054363)
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scientific article; zbMATH DE number 7743018
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Double continuation regions for American options under Poisson exercise opportunities |
scientific article; zbMATH DE number 7743018 |
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Double continuation regions for American options under Poisson exercise opportunities (English)
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28 September 2023
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American options
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optimal stopping
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Lévy processes
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Poisson observations
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double continuation regions
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put-call symmetry
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