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Author
Bibliographic Citation
  • Bouselmi Aych, Lamberton Damien. The critical price of the American put near maturity in the jump diffusion model. SIAM Journal on Financial Mathematics, Society for Industrial and Applied Mathematics 2016, 7 (1), pp.236-272. ⟨10.1137/140965910⟩
  • Bouselmi Aych, Lamberton Damien . The critical price of the American put near maturity in the jump diffusion model . SIAM Journal on Financial Mathematics, 2016, 7 (1), pp.236-272 . ⟨10.1137/140965910⟩
Title
  • The critical price of the American put near maturity in the jump diffusion model
dc:date
  • 2016
Digital Object Identifier (DOI)
  • 10.1137/140965910
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