hal-00796717

title_s

Exercise Boundary of the American Put Near Maturity in an Exponential Lévy Model

auteur

Damien Lamberton, Mohammed Mikou

journal

Finance and Stochastics

volume

17

numero

2

pages

355-394

doi

10.1007/s00780-012-0194-z

fichier_hal

https://hal.science/hal-00796717/document

fichier_autre

https://hal-upec-upem.archives-ouvertes.fr/hal-00796717/document

origine_autre

openaccess

annee

2012