The perpetual American put option for jump-diffusions with applications
KK Aase - 2005 - escholarship.org
In this paper, we solve an optimal stopping problem with an infinite time horizon, when the
state variable follows a jump-diffusion. Under certain conditions our solution can be …
state variable follows a jump-diffusion. Under certain conditions our solution can be …
[PDF][PDF] The perpetual American put option for jump-diffusions with applications
KK Aase - 2005 - academia.edu
In this paper we solve an optimal stopping problem with an infinite time horizon, when the
state variable follows a jump-diffusion. Under certain conditions our solution can be …
state variable follows a jump-diffusion. Under certain conditions our solution can be …
The perpetual American put option for jump-diffusions with applications
K Aase - 2005 - econpapers.repec.org
In this paper, we solve an optimal stopping problem with an infinite time horizon, when the
state variable follows a jump-diffusion. Under certain conditions our solution can be …
state variable follows a jump-diffusion. Under certain conditions our solution can be …
[PDF][PDF] The perpetual American put option for jump-diffusions with applications
KK Aase - 2005 - scholar.archive.org
In this paper we solve an optimal stopping problem with an infinite time horizon, when the
state variable follows a jump-diffusion. Under certain conditions our solution can be …
state variable follows a jump-diffusion. Under certain conditions our solution can be …
The perpetual American put option for jump-diffusions with applications
KK Aase - 2005 - openaccess.nhh.no
In this paper we solve an optimal stopping problem with an infinite time horizon, when the
state variable follows a jump-diffusion. Under certain conditions our solution can be …
state variable follows a jump-diffusion. Under certain conditions our solution can be …
The perpetual American put option for jump-diffusions with applications
KK Aase - 2005 - ideas.repec.org
In this paper we solve an optimal stopping problem with an infinite time horizon, when the
state variable follows a jump-diffusion. Under certain conditions our solution can be …
state variable follows a jump-diffusion. Under certain conditions our solution can be …
[PDF][PDF] The perpetual American put option for jump-diffusions with applications
KK Aase - Info: Finance, Anderson Graduate School of …, 2005 - researchgate.net
In this paper, we solve an optimal stopping problem with an infinite time horizon, when the
state variable follows a jump-diffusion. Under certain conditions our solution can be …
state variable follows a jump-diffusion. Under certain conditions our solution can be …
The Perpetual American Put Option for Jump-Diffusions with Applications
KK Aase - NHH Finance & Management Science Discussion …, 2005 - papers.ssrn.com
In this paper we solve an optimal stopping problem with an infinite time horizon, when the
state variable follows a jump-diffusion. Under certain conditions our solution can be …
state variable follows a jump-diffusion. Under certain conditions our solution can be …
The perpetual American put option for jump-diffusions with applications
KK Aase - 2005 - ideas.repec.org
In this paper, we solve an optimal stopping problem with an infinite time horizon, when the
state variable follows a jump-diffusion. Under certain conditions our solution can be …
state variable follows a jump-diffusion. Under certain conditions our solution can be …
[PDF][PDF] The perpetual American put option for jump-diffusions with applications
KK Aase - 2005 - scholar.archive.org
In this paper we solve an optimal stopping problem with an infinite time horizon, when the
state variable follows a jump-diffusion. Under certain conditions our solution can be …
state variable follows a jump-diffusion. Under certain conditions our solution can be …