Double continuation regions for American and Swing options with negative discount rate in Lévy models
| Year of publication: |
2019
|
|---|---|
| Authors: | De Donno, Marzia ; Palmowski, Zbigniew ; Tumilewicz, Joanna |
| Published in: |
Mathematical Finance. - Wiley, ISSN 1467-9965, ZDB-ID 1481288-5. - 2019 (11.07.)
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/mafi.12218 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012095182