"Optimal stopping and perpetual options for Lévy processes."

Ernesto Mordecki (2002)

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DOI: 10.1007/S007800200070

access: closed

type: Journal Article

metadata version: 2020-07-22

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Ernesto Mordecki:
Optimal stopping and perpetual options for Lévy processes. Finance Stochastics 6(4): 473-493 (2002)

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