Characterization of the American Put Option Using Convexity (Q2889593)
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scientific article; zbMATH DE number 6043664
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of the American Put Option Using Convexity |
scientific article; zbMATH DE number 6043664 |
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Characterization of the American Put Option Using Convexity (English)
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8 June 2012
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asymptotic analysis
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free boundary-value problem
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American put option
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