Pricing American options fitting the smile. (Q2707141)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing American options fitting the smile. |
scientific article |
Statements
29 March 2001
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american options
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exotic options
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linear programming
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volatility smile
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inverse problem
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Pricing American options fitting the smile. (English)
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