Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium (Q3114871)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium |
scientific article |
Statements
Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium (English)
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19 February 2012
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American put option
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early exercise premium
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