Bounds for perpetual American option prices in a jump diffusion model (Q5754695)
From MaRDI portal
scientific article; zbMATH DE number 5181963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for perpetual American option prices in a jump diffusion model |
scientific article; zbMATH DE number 5181963 |
Statements
Bounds for perpetual American option prices in a jump diffusion model (English)
0 references
23 August 2007
0 references
American option
0 references
bound
0 references
jump diffusion
0 references
optimal stopping
0 references
