EPV-operators in barrier option with a simple time dependent barrier (Q2924443)
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scientific article; zbMATH DE number 6364885
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EPV-operators in barrier option with a simple time dependent barrier |
scientific article; zbMATH DE number 6364885 |
Statements
3 November 2014
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barrier option
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Lévy process
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optimal stopping time
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EPV-operators
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EPV-operators in barrier option with a simple time dependent barrier (English)
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