American option valuation using first-passage densities (Q2871435)
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scientific article; zbMATH DE number 6249312
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American option valuation using first-passage densities |
scientific article; zbMATH DE number 6249312 |
Statements
American option valuation using first-passage densities (English)
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23 January 2014
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American options pricing
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early exercise premium
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real options
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