The Smooth-Fit Property in an Exponential Lévy Model (Q5388745)
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scientific article; zbMATH DE number 6026105
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Smooth-Fit Property in an Exponential Lévy Model |
scientific article; zbMATH DE number 6026105 |
Statements
The Smooth-Fit Property in an Exponential Lévy Model (English)
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20 April 2012
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optimal stopping
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Lévy process
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smooth-fit property
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American option
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