Rational Spectral Collocation Method for Pricing American Vanilla and Butterfly Spread Options (Q2942223)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rational Spectral Collocation Method for Pricing American Vanilla and Butterfly Spread Options |
scientific article |
Statements
Rational Spectral Collocation Method for Pricing American Vanilla and Butterfly Spread Options (English)
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20 August 2015
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American options
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butterfly spread options
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rational spectral collocation method
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