A canonical optimal stopping problem for American options under a double exponential jump-diffusion model
Year of publication: |
2007/08
|
---|---|
Authors: | AitSahlia, Farid ; Runnemo, Andreas |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 10.2007/08, 1, p. 85-100
|
Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Suchtheorie | Search theory | Black-Scholes-Modell | Black-Scholes model |
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