Early exercise boundary and option prices in Lévy driven models

Quantitative Finance

Volumn 4, Issue 5, 2004, Pages 525-547

  Levendorskii S Z ^a  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 12144259251     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1080/14697680400023295     Document Type: Article

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