Optimal stopping and perpetual options for Lévy processes
Year of publication: |
2002
|
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Authors: | Mordecki, Ernesto |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 6.2002, 4, p. 473-493
|
Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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