American Continuous-Installment Options: Valuation and Premium Decomposition (Q3575175)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American Continuous-Installment Options: Valuation and Premium Decomposition |
scientific article |
Statements
American Continuous-Installment Options: Valuation and Premium Decomposition (English)
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7 July 2010
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continuous installments
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American options
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perpetual options
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exercise and stopping regions
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Laplace transforms
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premium decomposition
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