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- W2079831940 abstract "We provide bounds for perpetual American option prices in a jump diffusion model in terms of American option prices in the standard Black–Scholes model. We also investigate the dependence of the bounds on different parameters of the model." @default.
- W2079831940 created "2016-06-24" @default.
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- W2079831940 date "2006-09-01" @default.
- W2079831940 modified "2023-09-24" @default.
- W2079831940 title "Bounds for perpetual American option prices in a jump diffusion model" @default.
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- W2079831940 doi "https://doi.org/10.1239/jap/1158784952" @default.
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