The critical price for the American put in an exponential Lévy model
Year of publication: |
2008
|
---|---|
Authors: | Lamberton, Damien ; Mikou, Mohammed |
Published in: |
Finance and Stochastics. - Springer. - Vol. 12.2008, 4, p. 561-581
|
Publisher: |
Springer |
Subject: | American options | Optimal stopping | Exponential Lévy model |
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