On Controller-Stopper Problems with Jumps and Their...

On Controller-Stopper Problems with Jumps and Their Applications to Indifference Pricing of American Options

Bayraktar, Erhan, Zhou, Zhou
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Volume:
5
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/120903336
Date:
January, 2014
File:
PDF, 330 KB
english, 2014
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