The perpetual American put option in jump-to-default models (Q2974876)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The perpetual American put option in jump-to-default models |
scientific article |
Statements
The perpetual American put option in jump-to-default models (English)
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11 April 2017
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jump-to-default model
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optimal stopping problem
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perpetual American options
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free-boundary problem
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