The perpetual american put option for jump-diffusions
KK Aase - Energy, natural resources and environmental …, 2010 - Springer
We solve a specific optimal stopping problem with an infinite time horizon, when the state
variable follows a jump-diffusion. The novelty of the paper is related to the inclusion of a …
variable follows a jump-diffusion. The novelty of the paper is related to the inclusion of a …
The Perpetual American Put Option for Jump-Diffusions
KK Aase - Energy Systems - Springer
We solve a specific optimal stopping problem with an infinite time horizon, when the state
variable follows a jump-diffusion. The novelty of the paper is related to the inclusion of a …
variable follows a jump-diffusion. The novelty of the paper is related to the inclusion of a …
The Perpetual American Put Option for Jump-Diffusions
KK Aase - Energy, Natural Resources and Environmental … - infona.pl
We solve a specific optimal stopping problem with an infinite time horizon, when the state
variable follows a jump-diffusion. The novelty of the paper is related to the inclusion of a …
variable follows a jump-diffusion. The novelty of the paper is related to the inclusion of a …
The Perpetual American Put Option for Jump-Diffusions
KK Aase - 2010 - openaccess.nhh.no
We solve a specific optimal stopping problem with an infinite time horizon, when the state
variable follows a jump-diffusion. The novelty of the paper is related to the inclusion of a …
variable follows a jump-diffusion. The novelty of the paper is related to the inclusion of a …
The Perpetual American Put Option for Jump-Diffusions
KK Aase - Energy, Natural Resources and Environmental …, 2010 - books.google.com
We solve a specific optimal stopping problem with an infinite time horizon, when the state
variable follows a jump-diffusion. The novelty of the paper is related to the inclusion of a …
variable follows a jump-diffusion. The novelty of the paper is related to the inclusion of a …