On the Pricing of American Options in Exponential Lévy Markets
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Publication:5443740
DOI10.1239/jap/1183667410zbMath1133.60321MaRDI QIDQ5443740
Publication date: 22 February 2008
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1183667410
60G40: Stopping times; optimal stopping problems; gambling theory
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