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On a constant related to American type options - MaRDI portal

On a constant related to American type options (Q3114558)

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On a constant related to American type options
scientific article

    Statements

    title
    On a constant related to American type options (English)
    0 references
    publication date
    19 February 2012
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    zbMATH Keywords
    optimal stopping
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    geometric Brownian motion
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    American option
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    free boundary problem
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    Identifiers

    zbMATH DE Number
    6007139
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