Location of Schweizer price in the range of European option prices for a diffusion with jumps model of of the financial market

zbMATH Open1153.91518MaRDI QIDQ3545485FDOQ3545485

Authors: Agnieszka Jach 

Publication date: 10 December 2008

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• The range of American contingent claims prices in the jump-diffusion model

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