On the methods of pricing American options: case study (Q1703539)
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scientific article; zbMATH DE number 6846265
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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