The critical price for the American put in an exponential Lévy model
Year of publication: |
2008
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Authors: | Lamberton, Damien ; Mikou, Mohammed |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 12.2008, 4, p. 561-582
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