Early exercise boundary and option prices in Lévy driven models
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Publication:4610262
DOI10.1080/14697680400023295zbMath1405.91634OpenAlexW2144067668MaRDI QIDQ4610262
Publication date: 15 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680400023295
Processes with independent increments; Lévy processes (60G51) Derivative securities (option pricing, hedging, etc.) (91G20)
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