Free boundary and American options in a jump-diffusion model (Q3421522)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Free boundary and American options in a jump-diffusion model |
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Free boundary and American options in a jump-diffusion model (English)
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7 February 2007
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free-boundary problem
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existence
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uniqueness
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regularity
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log-price
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Brownian motion with drift plus compound Poisson process
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