The structure of the stopping region in a Lévy model (Q2849252)
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scientific article; zbMATH DE number 6208766
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The structure of the stopping region in a Lévy model |
scientific article; zbMATH DE number 6208766 |
Statements
The structure of the stopping region in a Lévy model (English)
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17 September 2013
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Lévy processes
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American option
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payoff function
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stopping region
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threshold structure
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