Optimal stopping for a diffusion with jumps
Year of publication: |
1999-01-29
|
---|---|
Authors: | Mordecki, Ernesto |
Published in: |
Finance and Stochastics. - Springer. - Vol. 3.1999, 2, p. 227-236
|
Publisher: |
Springer |
Subject: | Diffusion with jumps | optimal stopping | American options | derivative pricing |
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