Exercisability Randomization of the American Option (Q3518307)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exercisability Randomization of the American Option |
scientific article |
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Exercisability Randomization of the American Option (English)
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7 August 2008
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American options
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evolution equation
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free boundary problem
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optimal stopping time problem
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randomization
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