Hedging error estimate of the american put option problem in jump-diffusion processes
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Publication:5024445
DOI10.2298/FIL1808813HzbMath1499.91140WikidataQ128009208 ScholiaQ128009208MaRDI QIDQ5024445
Muhammad Shoaib Saleem, Nasir Rehman, Sultan Hussain, Salman Zeb
Publication date: 31 January 2022
Published in: Filomat (Search for Journal in Brave)
Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20) Jump processes on discrete state spaces (60J74)
Cites Work
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