A simple approximation formula for calculating the optimal exercise boundary of American puts (Q2251757)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple approximation formula for calculating the optimal exercise boundary of American puts |
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A simple approximation formula for calculating the optimal exercise boundary of American puts (English)
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15 July 2014
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optimal exercise boundary
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American put options
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moving boundary problems
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