Lamberton, Damien
- Exercise Boundary of the American Put Near Maturity in an Exponential Lévy Model
2011/05/02 by Damien Lamberton, Lamberton, Damien, Mohammed Mikou +1 · 2 citations
Economics, Econometrics and Finance · Social Sciences · #60G40 #60G51 #91G20 #FOS: Economics and business #Financial Markets and Investment Strategies #Insurance, Mortality, Demography, Risk Management #Pricing of Securities (q-fin.PR) #Stochastic processes and financial applications #msc:60G40 #msc:60G51 #msc:91G20 #q-fin.PR
- The Critical Price Of The American Put Near Maturity In The Jump Diffusion Model
2014/06/25 by Aych Bouselmi, Bouselmi, Aych, Damien Lamberton +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · Social Sciences · #FOS: Mathematics #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Probability (math.PR) #Stochastic processes and financial applications #math.PR