Pricing American options when asset prices jump (Q969504)
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scientific article; zbMATH DE number 5705338
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing American options when asset prices jump |
scientific article; zbMATH DE number 5705338 |
Statements
Pricing American options when asset prices jump (English)
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7 May 2010
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American option
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jump-diffusion
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free-boundary
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exercise-policy improvement
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