An iterative two step algorithm for American options pricing (Q2737610)

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scientific article; zbMATH DE number 1645785
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English
An iterative two step algorithm for American options pricing
scientific article; zbMATH DE number 1645785

    Statements

    25 July 2002
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    American options
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    options pricing
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    inflation
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    evolution
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    An iterative two step algorithm for American options pricing (English)
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