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Analysis of the Optimal Exercise Boundary of American Options for Jump Diffusions.

Erhan BayraktarHao Xing
Published in: SIAM J. Math. Anal. (2009)
Keyphrases
  • united states
  • information retrieval
  • image analysis
  • upper bound
  • object boundaries
  • optimal control
  • neural network
  • case study
  • data analysis
  • closed form solutions