If Not Now, Then When? Model Risk in the Optimal Exercise of American Options

Fuente: arXiv

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Bibliographic Details
Main Authors:	Rigby, Luna, Frey, Rüdiger, Schlögl, Erik
Format:	Preprint
Published:	2026
Subjects:	Mathematical Finance Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2603.19984