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Pricing the American options using the Black-Scholes pricing formula - MaRDI portal

Pricing the American options using the Black-Scholes pricing formula (Q2150964)

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Pricing the American options using the Black-Scholes pricing formula
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    Pricing the American options using the Black-Scholes pricing formula (English)
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    30 June 2022
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    American option pricing
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    analytical exact explicit solution
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    Black-Scholes PDE
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