Double continuation regions for American and Swing options with negative discount rate in Levy models
Authors: Marzia de Donno, Zbigniew Palmowski, Joanna Tumilewicz
Published in: Mathematical Finance(tom: 30(1), strony: 196-227), Wydawca:Wiley
Publication type: article
Subject areas: Business, Management and Accounting; Economics, Econometrics and Finance; Mathematics; Social Sciences
SJR best quartile: Q1