The early exercise boundary under the jump to default extended CEV model (Q781553)
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scientific article; zbMATH DE number 7222162
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The early exercise boundary under the jump to default extended CEV model |
scientific article; zbMATH DE number 7222162 |
Statements
The early exercise boundary under the jump to default extended CEV model (English)
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17 July 2020
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American-style options
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early exercise boundary
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default
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JDCEV model
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Bessel processes
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