Optimal exercise boundary via intermediate function with jump risk
Crossref DOI link: https://doi.org/10.1007/s13160-017-0261-0
Published Online: 2017-06-30
Published Print: 2017-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kim, Beom Jin
Ma, Yong-Ki
Choe, Hi Jun
Funding for this research was provided by:
Kongju National University (KR) (This work was supported by the research grant of the Kongju National University in 2015)
License valid from 2017-06-30