Pricing American options written on two underlying assets (Q2879038)
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scientific article; zbMATH DE number 6340778
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing American options written on two underlying assets |
scientific article; zbMATH DE number 6340778 |
Statements
Pricing American options written on two underlying assets (English)
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5 September 2014
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American options
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Fourier transform
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multiple underlying assets
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