The early exercise boundary under the jump to default extended CEV model (Q781553)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The early exercise boundary under the jump to default extended CEV model |
scientific article |
Statements
The early exercise boundary under the jump to default extended CEV model (English)
0 references
17 July 2020
0 references
American-style options
0 references
early exercise boundary
0 references
default
0 references
JDCEV model
0 references
Bessel processes
0 references
0 references
