On the perpetual American put options for level dependent volatility models with jumps

Erhan Bayraktar

Quantitative Finance, 2009, vol. 11, issue 3, 335-341

Date: 2009
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Working Paper: On the Perpetual American Put Options for Level Dependent Volatility Models with Jumps (2009)
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DOI: 10.1080/14697680903170817

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