Levy process and American options.
Authors
Publication date
- BOUSELMI Aych
- LAMBERTON Damien
- JEANBLANC Monique
- LAMBERTON Damien
- ELIE Romuald
- BOUCHARD DENIZE Bruno
- TANKOV Peter
2013
Publication type
Thesis
Summary
The financial markets have expanded considerably over the last three decades and have seen the emergence of a variety of derivative products. The most widely used of these derivatives are American options.
Topics of the publication
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