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"Exercise boundary of the American put near maturity in an exponential ..."

Damien Lamberton, Mohammed Adam Mikou (2013)

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DOI: 10.1007/S00780-012-0194-Z

access: closed

type: Journal Article

metadata version: 2020-07-22

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Damien Lamberton, Mohammed Adam Mikou:
Exercise boundary of the American put near maturity in an exponential Lévy model. Finance Stochastics 17(2): 355-394 (2013)

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