The valuation of American options in a multidimensional exponential Lévy model

DOI10.1111/mafi.12163zbMath1417.91506arXiv1602.08887OpenAlexW2291859634WikidataQ115527184 ScholiaQ115527184MaRDI QIDQ4962464

Could not fetch data.

Publication date: 2 November 2018

Published in: (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.08887

zbMATH Keywords

Could not fetch data.

Mathematics Subject Classification ID

Could not fetch data.