Valuing American-style options under the CEV model: an integral representation based method (Q2180299)
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| Language | Label | Description | Also known as |
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| English | Valuing American-style options under the CEV model: an integral representation based method |
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Valuing American-style options under the CEV model: an integral representation based method (English)
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13 May 2020
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CEV model
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option pricing
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American-style options
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early exercise boundary
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iterative method
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