|
|||||
|
|
Optimal stopping and perpetual options for Lévy processes |
|
| Authors: | Ernesto Mordecki |
| Affiliation: | (1) Centro de Matemática, Facultad de Ciencias, Universidad de la República, Iguá 4225, CP 11400, Montevideo, Uruguay (e-mail: mordecki@cmat.edu.uy), URL:http://www.cmat.edu.uy/~mordecki , UY |
| Abstract: | |
| Keywords: | : Optimal stopping Lévy processes mixtures of exponential distributions American options jump-diffusion models |
| 本文献已被 SpringerLink 等数据库收录！ | |