Pricing and exercising American options: an asymptotic expansion approach (Q2338522)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and exercising American options: an asymptotic expansion approach |
scientific article |
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Pricing and exercising American options: an asymptotic expansion approach (English)
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21 November 2019
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American option
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asymptotic expansion
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early exercise boundary
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Fourier transform
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stochastic volatility
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jumps
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