Defaultable perpetual American put option in a last passage time model (Q6569417)
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scientific article; zbMATH DE number 7878499
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| default for all languages | No label defined |
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| English | Defaultable perpetual American put option in a last passage time model |
scientific article; zbMATH DE number 7878499 |
Statements
Defaultable perpetual American put option in a last passage time model (English)
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9 July 2024
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option pricing
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last exit time
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optimal stopping
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free-boundary problem
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