American options: the EPV pricing model

Svetlana Boyarchenko and Sergei Levendorskii ()

Annals of Finance, 2005, vol. 1, issue 3, 267-292

Keywords: Levy processes; Option pricing; Dividend paying assets; C61; D81; G12 (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (19)

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DOI: 10.1007/s10436-004-0010-7

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