The valuation of American barrier options using the decomposition technique (Q1583156)
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scientific article; zbMATH DE number 1521686
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The valuation of American barrier options using the decomposition technique |
scientific article; zbMATH DE number 1521686 |
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The valuation of American barrier options using the decomposition technique (English)
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26 October 2000
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asset pricing
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derivatives
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American option
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