Bounds for Perpetual American Option Prices in a Jump Diffusion Model

Journal of Applied Probability - United Kingdom
doi 10.1239/jap/1158784952
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Cambridge University Press (CUP)

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy