American put options with a finite set of exercisable time epochs (Q1905857)
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scientific article; zbMATH DE number 836468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American put options with a finite set of exercisable time epochs |
scientific article; zbMATH DE number 836468 |
Statements
American put options with a finite set of exercisable time epochs (English)
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12 February 1996
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no arbitrage pricing
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multivariate normal distribution
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Slepian's inequality
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American put option
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discrete-time Markov process
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0.91184974
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0.89596117
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0.8878984
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0.8836589
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0.88358074
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0.8835072
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0.8766964
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0.87463546
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0.8738969
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0.87351567
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