Optimal exercise boundary via intermediate function with jump risk

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Publication:1684772

DOI10.1007/s13160-017-0261-0zbMath1411.91623OpenAlexW2733684988MaRDI QIDQ1684772

Beom Jin Kim, Yong-Ki Ma, Hi Jun Choe

Publication date: 12 December 2017

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13160-017-0261-0




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