"American options in regime-switching Lévy models with ..."

Svetlana Boyarchenko, Sergei Levendorskii (2008)

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DOI: 10.1109/ACC.2008.4586626

access: closed

type: Conference or Workshop Paper

metadata version: 2020-09-05

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  - conf/amcc/BoyarchenkoL08
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Svetlana Boyarchenko, Sergei Levendorskii:
American options in regime-switching Lévy models with non-semibounded stochastic interest rates. ACC 2008: 1023-1028

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