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On the methods of pricing American options: case study - MaRDI portal

On the methods of pricing American options: case study (Q1703539)

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scientific article; zbMATH DE number 6846265
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English
On the methods of pricing American options: case study
scientific article; zbMATH DE number 6846265

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    On the methods of pricing American options: case study (English)
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    2 March 2018
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    American options
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    numerical methods
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    analytical approximations
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    bounds
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