Bottleneck Options
Metadata only
Date
2013Type
- Journal Article
Publication status
publishedJournal / series
Finance and StochasticsVolume
Pages / Article No.
Publisher
SpringerSubject
Bottleneck option; Optimal stopping; Principle of smooth and continuous fit; Lévy processes; Scale functionsOrganisational unit
03288 - Embrechts, Paul (emeritus)
Notes
Received 10 March 2013, Accepted 11 October 2013, Published online 5 December 2013.More
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